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协方差矩阵
释义
协方差矩阵
Encyclopedia
理学
临床试验的自适应性设计
释
covariance matrix
协方差矩阵
在统计学与概率论中,协方差矩阵是由随机向量各分量协方差组成的矩阵,其第行,第列位置的元素是随机向量的第个与第个随机变量之间协方差的矩阵,其主对角元为对应随机变量的方差,每个协方差矩阵都是对称半正定的。又称离差矩阵、方差-协方差矩阵。
Mathematics
>概率论>随机分析>释义
covariance matrix
协方差矩阵
Astronomy
covariance matrix
协方差矩阵
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