标准差、方差、协方差
标准差、方差、协方差
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428799943.png)
enter description here
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428802087.png)
![enter description here enter description here](./images/1586428804721.png)
![enter description here enter description here](./images/1586428807430.png)
协方差的意义、因为只有正相关才是有相同的趋势,减去均值之后都是正或者减去均值之后都是负,这样两个数乘的时候结果都是正数
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428818122.png)
enter description here
协方差矩阵
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428841942.png)
enter description here
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428846351.png)
协方差矩阵的简单运算
![enter description here enter description here](https://raw.githubusercontent.com/miaozhijuan/xiaoshujiang/master/%E5%B0%8F%E4%B9%A6%E5%8C%A0/1586428998542.png)
enter description here
理解协方差矩阵的关键就在于牢记它计算的是不同维度之间的协方差,而不是不同样本之间,拿到一个样本矩阵,我们最先要明确的就是一行是一个样本还是一个维度,