sample covariance matrix
... sample covariance 样本协方差 sample covariance matrix 样本协方差阵 sample dispersion 样本方差 ...
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样本协方差矩阵 [数] sample covariance matrix ; NSCM
称为样本协方差矩阵 sample covariance matrix
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分析当多元随机变量协方差阵正定时,各随机分量应满足的关系,并结合多项分布研究离散型与连续型样本协方差阵的不同。
And studying the difference of positive defined matrix of discrete and continuous sample by using of mal-distribution and the relationship among weights.
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