多元统计理论基础,矩阵和多元正态分布,双语技术分析.pptVIP

zf zf Data Matrices and Manipulation Presentation Outline 1、Matrices and vectors 2、Random vector 3、Multivariate data matrix 4、Population mean vector, covariance and correlation matrices 5、Sample mean vector, covariance and correlation matrices 6、Euclidean, statistical and Mahalanobis distances 1、 Matrices and vectors A matrix of size n p is a rectangular array of numbers with n rows and p columns of the form（ n 行 p列 矩阵） If n = p , then this is a square matrix（方阵）. If a matrix has only one column, then this is called a column vect