Covariance Matrix Of a Random Vector
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Uploader Comments (npatwari)
All Comments (7)
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nice lectures professor, thanks for sharing with us.
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You are GOD !!!
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@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!
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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.
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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
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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
tritile 1 year 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.
npatwari 1 year ago