Covarianve and Eigenvalues
Hey!
This may seem quite straight forward to a lot of
This may seem quite straight forward to a lot of
(edited 6 years ago)
Original post by ronnie34zd
Hey!
This may seem quite straight forward to a lot of you but I’m struggling to get what it is..I’m struggling to prove the following result
Where X is a random vector with mean 0 and covarianve matrix S
This may seem quite straight forward to a lot of you but I’m struggling to get what it is..I’m struggling to prove the following result
Where X is a random vector with mean 0 and covarianve matrix S
It probably would be useful to also state that lambda’s are the eigenvalues of matrix S
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