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Hi. Could you please help with the following question ? Thanks in advance Edit 1: There is no specific graph/figure etc. It's a general formula,
Hi. Could you please help with the following question ? Thanks in advance
Edit 1: There is no specific graph/figure etc. It's a general formula, that given a X, covariance matrix can be computed as the formula below. We just need to arrive at it. We are not going to calculate the actual covariance matrix. We just need to prove the below equation by arriving at it.
(b) We demonstrated in an R example that the sample covariance matrix, S, can be computed from a data matrix, X, with one observation in each row, by first "centering" X (subtracting the sample mean vector from each row) and letting S = 1XX. Show that this is correctStep by Step Solution
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