The Research of Covariance Matrix by the Nature of Bilinear Function

Yu Long Zhu; Tan Lin Tan

doi:10.4028/www.scientific.net/AMR.734-737.3234

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 734-737The Research of Covariance Matrix by the Nature of...

The Research of Covariance Matrix by the Nature of Bilinear Function

Abstract:

Covariance is a symmetric bilinear function on random variable inner product space,therefore we applied the methods and results of bilinear functions to the covariance matrix.

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Periodical:

Advanced Materials Research (Volumes 734-737)

Pages:

3234-3237

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.734-737.3234

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Online since:

August 2013

Authors:

Yu Long Zhu, Tan Lin Tan

Keywords:

Bilinear Function, Covariance Matrix, Matrix Contract, With the Probability 1 of a Linear Correlation

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References

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[3] Yan Shijian,Wang Xiang and Xiu-Fang Liu: The basis of probability theory.(Science Publications, BeiJing 1982).

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