## Video Categories## Videos | ## Covariance Matrix Of a Random Vector
## Related Videos:## Comments: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 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 observation. 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 ## Embed Video: | ## Search Video## Top Videos |