Standard deviation, variance, covariance, covariance matrix

1. Standard deviation and variance

Suppose a set of sample data is x1, x2, x3, x4, ......xn, which  represents the average of this set of data, so the average distance from the sample , which is the standard deviation S, is expressed as follows:

 

The square of the standard deviation is the variance, and the calculation formula for the variance is as follows:

Standard deviation and variance are both statistics that measure the degree of dispersion of a set of data. In actual operations, the smaller the standard deviation and variance, the smaller the degree of dispersion, that is, the more stable the data.

2. Covariance, covariance matrix

https://zhuanlan.zhihu.com/p/92705299

Guess you like

Origin blog.csdn.net/qq_39197555/article/details/114978926