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exercise

Variance/Covariance Calculations

In the last exercise you pre-processed the combine data into a matrix A. We now use A to create the variance-covariance matrix of this dataset.

Instruktioner

100 XP
  • Create the matrix \(\frac{A^TA}{n-1}\). Call this matrix B.
  • Show that the [1,1] element of B is the same as the variance of the first column of A.
  • Show that the [1,2] and [2,1] elements of B are the same as the covariance between the first and second columns of A.