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Thousand feet of the station from the base soil. - Lao Tzu.

 

Foreword

To give the base soil (to understand intuitively) statistics of.

Mean mean

Standard deviation standard deviation

(Flat) variance variance

 

Covariance representation

Variance and standard deviation of one-dimensional random variables described degree of scatter, the variance modeled defined, to give

Covariance covariance

covariance represents the relationship between two random variables. (English directly represent the importance ...)

covariance demonstrated no correlation is 0, then n is a positive correlation, vice versa.

 

The correlation coefficient

XY correlation coefficient expressed as a direct , values between -1-1, irrelevant if compared with 0, vice versa.

 

covariance matrix

covariance of the n-dimensional random variable     are present,

covariance matrix as follows:

 

for example:

Two-dimensional random variable , which    is the correlation coefficient.

The covariance matrix as follows