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Related articles:
Covariance
Matrix (mathematics)
Variance
Expected value
Multivariate normal distribution
Maximum likelihood
Key terms: y mu mathbf matrix top q mathrm textbf covariance left sigma vector operatorname call data matrices complex scalar let bmatrix covariance matrix vdots find mathbf c linear positive cdots begin random variable partial follows definition probability function conjugate transpose statistics properties estimation symmetric matrix generalization complex number covariance matrices higher dimensions Search external links cited by footnotes on Wikipedia page Covariance matrix: |
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