Covariance (5 of 17) What is the Covariance Matrix?

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We will learn the covariance matrix is an nxn matrix (where n=number of data sets) such that the diagonal elements represents the variances of each data set and the off-diagonal elements represent the covariances between the data sets.

Next video in this series can be seen at:

[biozidbostami]

Please add more lectures soon. Very useful for understanding. Thank you.

[rickycushing]

Perfect time for this Covariance series! My class is required to get an understanding of this for our Linear Regression machine learning algorithms. Thank you for these in depth videos on these topics. :D

[pkbul]

Dear Prof. Biezen, Thanks for the wonderful videos.
Until previous video (4 of 17), Sigma^2 was used for variance and here we have just Sigma.
Kindly excuse me for being so pedantic.🙂

[abhayupadhyay]

First comment

I am student of class 8 and I love techniques of sir explanation