Covers: theory of Covariance Matrices

- What are covariance and covariance matrices?

For refresher read the prose, for mathematical understanding, do the math

Konstantin Tretyakov

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Contributors

- Objectives
- Learn about expected values, variance, covariance, and connections between these concepts
- Potential Use Cases
- statistical analyses, function writing
- Who is This For ?
- INTERMEDIATE

Click on each of the following **annotated items** to see details.

ARTICLE 1. What are expected values, variance, and covariance?

- What are expected values and how do these relate to the concept of covariance?

20 minutes

VIDEO 2. Covariance and Correlation I

- What is covariance ?

10 minutes

VIDEO 3. Covariance and Correlation II

- What is covariance?

10 minutes

VIDEO 4. Covariance Matrices I

- What is covariance and covariance matrices?

10 minutes

ARTICLE 5. Covariance Matrices II

- What are covariance and covariance matrices?

31 minutes

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