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? Fri, 4 Oct 2024 20:28:01 +0800
Steven Yen <styen at ntu.edu.tw> ?????:
There is no covariance matrix for just two samples (vectors) 'x' and
'y'. You can only get one covariance value for these.

If you had a pair of vectors of _random variates_, the situation would
be different, but those are more abstract mathematical concepts. You
would need to sample every random variate, producing two matrices 'x'
and 'y' in order to calculate a covariance matrix for them.