2. Calculate the covariance matrix using thefollowing four samples.5.1(4.95.23.53.03.8X = {x, =X31.41.31.30. 2/0.2/0. 2,'5.44. 61.20.4/

Use the following formulae, to obtain the solution. Mean, x¯=∑i=1nxinVariance,…

Answered: 2. Calculate the covariance matrix…

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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2. Calculate the covariance matrix using the following four samples. 5.1 4.9 /5.2 3.5 3.0 3.8 X = {x, = X3 X4 %3D , X2 1.4 1.3 1.3 0.2/ 0.2 0.2/ 5.4 4.6 1.2 0.4