Ichikawa's wiki

**以前のリビジョンの文書です** ----

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====== 統計についてもメモ ====== ===== Covariance Matrix ===== $ X=\pmatrix{ X_1\\ X_2\\ .\\ .\\ .\\ X_n\\} $を観測量の組とする。 covariance matrixは、\\ <jsmath> \Sigma = \pmatrix{ <(X_1-\mu_1)(X_1-\mu_1)> & <(X_1-\mu_1)(X_2-\mu_2)> & ... & <(X_1-\mu_1)(X_n-\mu_n)> \\ <(X_2-\mu_2)(X_1-\mu_1)> & <(X_2-\mu_2)(X_2-\mu_2)> & ... & <(X_2-\mu_2)(X_n-\mu_n)> \\ .\\ .\\ .\\ <(X_n-\mu_n)(X_1-\mu_1)> & <(X_n-\mu_n)(X_2-\mu_2)> & ... & <(X_n-\mu_n)(X_n-\mu_n)> \\ } である。 </jsmath>