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physics:stat
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目次
統計についてメモ
良く使う数字
役に立つリンク
Covariance Matarix and PDF
Covariance Matrix
is a set of observables. $\mu_i$ is a mean of $X_i$.
Covariance matrix is defined as
Note: diagonal term is equal to $\sigma_i^2$.
$\Sigma_{ij}>0$ : positive correlation.
$\Sigma_{ij}=0$ : no correlation.
$\Sigma_{ij}<0$ : negative correlation.
Correlation matrix is defined as
Probability Density Function w/ Covariance matrix
For two variable case,
simulation
physics/stat.txt · 最終更新: 2013/11/20 05:05 (外部編集)
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