I do not know covariance matrices at all. So I am trying figure out how to do this. I am running this is in matlab.
so z is a 2 X 3 matrix that looks like this
z = 4 2 5
1 8 9
and covariance of z equals
cov(z) = 4.5 -9 -6
-9 18 12
-6 12 8
can someone please explain how this came to be???????????
could someone just take the values and explain it step by step for atleast the first two values then i could probably figure out the rest.
thank you very much
so z is a 2 X 3 matrix that looks like this
z = 4 2 5
1 8 9
and covariance of z equals
cov(z) = 4.5 -9 -6
-9 18 12
-6 12 8
can someone please explain how this came to be???????????
could someone just take the values and explain it step by step for atleast the first two values then i could probably figure out the rest.
thank you very much