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http://en.wikipedia.org/wiki/Covariance
I read from the above link that-
The sample covariance of N observations of K variables is the K-by-K matrix.
I am wondering-
Should "K-by-K" be "N-by-K" or not?
I read from the above link that-
The sample covariance of N observations of K variables is the K-by-K matrix.
I am wondering-
Should "K-by-K" be "N-by-K" or not?