Prove that the cigenvalues of a 2 by 2 covariance matrix 012 2 are not negative. Under which conditions are both eigenvalues strictly positive? Explain why E and E- are both positive semidefinite.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.1: Inner Product Spaces
Problem 10AEXP
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Prove that the eigenvalues of a 2 by 2 covariance matrix
- ()
712 2,
tio 1o
are not negative. Under which conditions are both eigenvalues strictly positive? Explain why E and
E- are both positive semidefinite.
Transcribed Image Text:Prove that the eigenvalues of a 2 by 2 covariance matrix - () 712 2, tio 1o are not negative. Under which conditions are both eigenvalues strictly positive? Explain why E and E- are both positive semidefinite.
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