true covariance
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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
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
Lorentz covariance — In standard physics, Lorentz covariance is a key property of spacetime that follows from the special theory of relativity, where it applies globally. Local Lorentz covariance refers to Lorentz covariance applying only locally in an infinitesimal… … Wikipedia
Extended Kalman filter — In estimation theory, the extended Kalman filter (EKF) is the nonlinear version of the Kalman filter which linearizes about the current mean and covariance. The EKF is often considered the de facto standard in the theory of nonlinear state… … Wikipedia
Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia
Relativity priority dispute — Albert Einstein presented the theories of Special Relativity and General Relativity in groundbreaking publications that either contained no formal references to previous literature, or referred only to a small number of his predecessors for… … Wikipedia
Comparison of C Sharp and Java — The correct title of this article is Comparison of C# and Java. The substitution or omission of the # sign is because of technical restrictions. Programming language comparisons General comparison Basic syntax Basic instructions … Wikipedia
Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… … Wikipedia
Criticism of relativity theory — Criticism of Albert Einstein s theory of relativity was mainly expressed in the early years after its publication on a scientific, pseudoscientific, philosophical, or ideological basis. Reasons for criticism were, for example, alternative… … Wikipedia
Principal component analysis — PCA of a multivariate Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the (0.878, 0.478) direction and of 1 in the orthogonal direction. The vectors shown are the eigenvectors of the covariance matrix scaled by… … Wikipedia
Principal components analysis — Principal component analysis (PCA) is a vector space transform often used to reduce multidimensional data sets to lower dimensions for analysis. Depending on the field of application, it is also named the discrete Karhunen Loève transform (KLT),… … Wikipedia
