VARIANCE-COVARIANCE MATRIX

with regard to multivariate statistics, a matrix whose diagonal components are the variances of variants and whose non-diagonal components are the covariances in such.

VARIANCE-COVARIANCE MATRIX: "Tomorrow, we will be discussing the variance-covariance matrix."
Cite this page: N., Pam M.S., "VARIANCE-COVARIANCE MATRIX," in PsychologyDictionary.org, April 29, 2013, https://psychologydictionary.org/variance-covariance-matrix/ (accessed March 26, 2020).
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