Covariance Matrix - Explained

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In this video, we talk about what the covariance matrix is and what the values in it represents.

*References*
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*Contents*
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00:00 - Intro
00:16 - Variance in one dimension
00:53 - Variance in multiple dimensions
01:16 - The main diagonal elements
01:54 - The off diagonal elements
02:35 - Covariance vs correlation
03:03 - Outro

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#covariance #variance #covariancematrix #correlation #statistics
  1. DataMListic
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Those are gold! Thank you so much for this wonderful effort!

A question out of pure curiosity: How long did it take you to attain such a level of knowledge?? I'm learning on my own at my own pace, revising things that I may come across, and it's just an endless pool of knowledge. Yet... you seem to already know most of these and are even able to teach them in a very intuitive way!

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