Recently, I was talking about vectors. At that time, I had to stop and recall how I had been representing vectors. Ideally, I should stick with the same notation I used in Basics: Vectors and Vector ...
Subtracting a vector is the same as adding a negative version of the vector (remember that making a vector negative means reversing its direction). \(\left( \begin ...
The distribution of the latent vectors of a sample covariance matrix was found by T. W. Anderson [1] (1951) when the population covariance matrix is a scalar matrix, Σ = σ2I. The asymptotic ...