文档介绍:协方差矩阵(covariancematrix)协方差矩阵(covariancematrix)CovariancematrixTodaywhenthelookandseethecovariancematrixofthebrokenthings,whenseepatternclassificationonthespecialproblems,didnotthinknowornotclear,simplybegintocheckthecovariancematrixofdata,decidedtorecordimmediatelyaftercatchingup,hey~,variance,,wegiveyouasetofsamplescontainingNarepresented,theseconceptsdescribed,:Standarddeviation:Variance:Itisobviousthatthemeandescribesthemidpointofthesetofsamples,whichtellsusthattheinformationisverylimited,,[0,8,12,20]and[8,9,11,12],theaverageoftwosetsis10,butapparentlytwosetsisabigdifference,calculatethestandarddeviation,,,obviouslythelatterismoreconcentrated,sothethesmallstandarddeviation,standarddeviationofdescriptionisthe"scatter".Thereasonfordividingbyn-1ratherthanbyNisthatitallowsustoapproximatethestandarddeviationofthepopulationinasmallersampleset,thatis,statisticallyso-calledunbiasedestimates".?Itseemstohavesomestatisticdescriptionabout,butweshouldnotethatthestandarddeviationandvarianceisgene