Covariance matrix
id:
covariance-matrix-176-246535
title:
Covariance matrix
text:
In probability theory and statistics, a covariance matrix is a square matrix giving the covariance between each pair of elements of a given random vector. Intuitively, the covariance matrix generalizes the notion of variance to multiple dimensions. As an example, the variation in a collection of random points in two-dimensional space cannot be characterized fully by a single number, nor would the variances in the x and y directions contain all of the necessary information; a 2 × 2 matrix would b
brand slug:
wiki
category slug:
encyclopedia
description:
Measure of covariance of components of a random vector
original url:
https://en.wikipedia.org/wiki/Covariance_matrix
date created:
2003-03-04T16:30:06Z
date modified:
2024-09-03T12:04:31Z
main entity:
{"identifier":"Q1134404","url":"https://www.wikidata.org/entity/Q1134404"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/c/c0/Gaussian-2d.png","width":422,"height":299}
fields total:
13
integrity:
16