Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Convariance matrix

  1. Aug 4, 2013 #1
    Untitled-1.jpg

    My question is what is the the meaning of the T(as a power) in the following line?

    Untitled-3.jpg https://www.physicsforums.com/showthread.php?p=4463256#post4463256
     
    Last edited: Aug 4, 2013
  2. jcsd
  3. Aug 4, 2013 #2

    verty

    User Avatar
    Homework Helper

    That just means the transpose. That line is a concise way of generating the matrix you see above it. Each cell is ##E[(X_i - μ_i)(X_j - μ_j)]## where i,j are the row,column indices of each matrix cell. The multiplication with the transpose matches i and j in just the right way.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Convariance matrix
  1. Matrix powers (Replies: 12)

  2. Covariance matrix (Replies: 2)

  3. Covariance matrix (Replies: 4)

  4. Leslie matrix (Replies: 1)

Loading...