Generalized variance
id:
generalized-variance-250-18322885
title:
Generalized variance
text:
The generalized variance is a scalar value which generalizes variance for multivariate random variables. It was introduced by Samuel S. Wilks. The generalized variance is defined as the determinant of the covariance matrix, det . It can be shown to be related to the multidimensional scatter of points around their mean.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Generalized_variance
date created:
date modified:
2023-10-29T07:57:55Z
main entity:
{"identifier":"Q85762950","url":"https://www.wikidata.org/entity/Q85762950"}
image:
fields total:
13
integrity:
13