- covariance matrix
- мат. ковариационная матрица
Большой англо-русский и русско-английский словарь. 2001.
covariance matrix
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Covariance matrix — A bivariate Gaussian probability density function centered at (0,0), with covariance matrix [ 1.00, .50 ; .50, 1.00 ] … Wikipedia
covariance matrix — kovariacinė matrica statusas T sritis fizika atitikmenys: angl. covariance matrix vok. Kovarianzmatrix, f rus. ковариационная матрица, f pranc. matrice des covariances, f … Fizikos terminų žodynas
Covariance (disambiguation) — Covariance may refer to: Covariance, a measure of how much two variables change together Covariance matrix, a matrix of covariances between a number of variables Cross covariance, the covariance between two vectors of variables Autocovariance,… … Wikipedia
Covariance — This article is about the measure of linear relation between random variables. For other uses, see Covariance (disambiguation). In probability theory and statistics, covariance is a measure of how much two variables change together. Variance is a … Wikipedia
Matrix (mathematics) — Specific elements of a matrix are often denoted by a variable with two subscripts. For instance, a2,1 represents the element at the second row and first column of a matrix A. In mathematics, a matrix (plural matrices, or less commonly matrixes)… … Wikipedia
Matrix normal distribution — parameters: mean row covariance column covariance. Parameters are matrices (all of them). support: is a matrix … Wikipedia
Covariance and contravariance of vectors — For other uses of covariant or contravariant , see covariance and contravariance. In multilinear algebra and tensor analysis, covariance and contravariance describe how the quantitative description of certain geometric or physical entities… … Wikipedia
Matrix multiplication — In mathematics, matrix multiplication is a binary operation that takes a pair of matrices, and produces another matrix. If A is an n by m matrix and B is an m by p matrix, the result AB of their multiplication is an n by p matrix defined only if… … Wikipedia
Estimation of covariance matrices — In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis… … Wikipedia
Sample mean and sample covariance — are statistics computed from a collection of data, thought of as being random.ample mean and covarianceGiven a random sample extstyle mathbf{x} {1},ldots,mathbf{x} {N} from an extstyle n dimensional random variable extstyle mathbf{X} (i.e.,… … Wikipedia
Scatter matrix — In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix of the multivariate normal distribution. (The scatter matrix is unrelated to the scattering matrix of… … Wikipedia
