Calculate : a) Assume Sigma (∑) is the covariance matrix of a matrix X. Calculate the V^1/2 b) Calculate the correlati

MATLAB: An Introduction with Applications
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Calculate :

a) Assume Sigma (∑) is the covariance matrix of a matrix X. Calculate the V^1/2
b) Calculate the correlation matrix of Sigma (∑) 

田,目
7
3
1
-1
2
A=
B=
2
3
1
1
3
4
1/2
3/2
1
D=
5/6
1/3
8
4
1
2
4
4
3.
4.
2.
3.
Transcribed Image Text:田,目 7 3 1 -1 2 A= B= 2 3 1 1 3 4 1/2 3/2 1 D= 5/6 1/3 8 4 1 2 4 4 3. 4. 2. 3.
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