Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1304-8705-8 |
Объём: | 112 страниц |
Масса: | 190 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix of the multivariate normal distribution. The scatter matrix is the m-by-m positive semi-definite matrix. The maximum likelihood estimate, given n samples, for the covariance matrix of a multivariate normal distribution can be expressed as the normalized scatter matrix. When the columns of X, are independently sampled from a multivariate normal distribution, then S, has a Wishart distribution.
Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.