Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Sample Covariance>+ve definite
Replies: 6   Last Post: Jul 29, 1996 12:40 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Varun Madhok

Posts: 3
Registered: 12/18/04
Sample Covariance>+ve definite
Posted: Jul 22, 1996 2:42 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply


I came across a statement that for the sample
covariance matrix is +ve definite with probability
one given that the numbre of samples is more than
the dimension of the space from which the samples
are drawn.
It is fairly straightforward to say that independence
of the given samples over the given space implies
the +ve definiteness. Hence the necessity of the number
being more than the dimension would be implies.

However, I am unable to explain cogently how the
above statement holds true.
I shall appreciate any comments/explanations.
Sincerely,
Varun
madhok@en.ecn.purdue.edu





Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.