Multivariate Analysis 3: Covariance matrix, correlation matrix, data cloud
We see vectors and matrices in the context of a model multivariate analysis problem. We meet the covariance matrix, the correlation matrix, and discuss what their properties tell us about the data cloud.
This lecture was given in 2021 as part of a Multivariate Analysis module (MT5758) offered to students working toward a variety of one-year master's degree programs related to statistics at the University of St Andrews, in Scotland.