Covariance Matrix Of a Random Vector

Definition and example of the covariance matrix of a random vector.

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Author Mohan Vamsi ( ago)
Thank you that was very useful

Author maeseloger ( ago)
That is some godlike pulse you have to be able to write this with a mouse
in Paint...

Author slatun ( ago)
You are GOD !!!

Author Bruno Antunes ( ago)
@armanrainy Thank you for the answer. I got what you told. Actually, my
knowledge’s about statistics are not very good. But I solved the problem
using another way. I realized that I didn’t need do find the covariance
matrix in my case. But, anyway, thank you for the help!

Author armanrainy ( ago)
@tritile Hi(sorry about my English). I think you didn't get the meaning of
random variables. when we say X it means we have several matrices and it
makes our data set. for example, X is a 3*1 matrix which means three
different experiment results about 3 parameters( like
density,temperature,pressure). When we say X it means we have done this
experiment N times (so we have n 3*1 matrices) and we want to find the
covariance matrix.your matlab result is caused by having just 1

Author Bruno Antunes ( ago)
@npatwari I'm sorry to bother you For example, I have the vector V=[ 2; 3;
5] so I'll make my matrix M=[2 3 5; 2 3 5; 2 3 5] and then cov(M)? I guess
I dind't understand what you mean, because I tried this way and MatLab gave
me one matrix filled by zeros I'd be glad if you help me thanks

Author Neal Patwari ( ago)
@tritile You need many realizations of that vector in order to estimate the
covariance matrix. So, however you measured or came up with that one
vector, do it N times, and then send the cov() function all of the
realizations of the random vector together (in a matrix). Then Matlab will
return a covariance matrix.

Author Bruno Antunes ( ago)
Do you know how to use this function on MatLab? I'm trying to find the
covariance of a vector, but it gives me a single number, not a matrix

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