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variace-covariance matrix
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variace-covariance matrix
方差-协方差矩阵
随机变量的方差和协方差的集合。是以随机变量的方差为主对角元素,随机变量间的协方差为非主对角元素构成的一个对称方阵。
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更新时间:2025/4/27 4:29:07