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The covariance matrix
CORRECTION: At 10:56 we shouldn't divide by 4 to get the covariance, we should divide by 1+1+1+1/3, which is 10/3. That means the covariances are the following: Var(x) = 1.056 Var(y) = 0.864 Cov(x,y) = 0.768 (Thank you Shivkumar Pippal!) Mean, variance, covariance, and the covariance matrix for a dataset and a weighted dataset. Announcement ...
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