精品1.3多维数据的数字特征及相关分析.pptVIP

样本协方差矩阵S 自由度 = 19 =样本个数-1 x1 x2 x3 x4 x5 x6 x1 609.62105 68.80000 -65.11578 -50.86316 -761.71578 -286.50526 x2 68.800000 10.252632 -8.147368 -9.347368 -129.336842 -31.442105 x3 -65.115789 -8.147368 51.989474 5.742105 101.521053 12.915789 x4 -50.863158 -9.347368 5.742105 27.944737 230.107895 134.384211 x5 -761.715789 -129.33684 101.521053 230.107895 3914.57632 2146.98421 x6 -286.505263 -31.442105 12.915789 134.38421 2146.9