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

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Varun Madhok

Posts: 3
Registered: 12/18/04
Sample Covariance>+ve definite
Posted: Jul 22, 1996 2:42 PM
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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.

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