Hi there. I want to show that this is a variance matrix:(adsbygoogle = window.adsbygoogle || []).push({});

I think I can do this by showing that it is positive definite as all variance matricies follow that property. But I'm not sure how to go about showing that?

I'm also confused a bit about the values in the matrix itself.

**Physics Forums - The Fusion of Science and Community**

# Proof of a variance matrix.

Know someone interested in this topic? Share a link to this question via email,
Google+,
Twitter, or
Facebook

Have something to add?

- Similar discussions for: Proof of a variance matrix.

Loading...

**Physics Forums - The Fusion of Science and Community**