Statistics 101: The Covariance Matrix

Statistics 101: The Covariance Matrix

In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often skipped over in intro stats courses. However they play a very important role in disciplines such as finance and in other areas of business such as statistical process control. They can also make tedious calculations much easier. Excel does something strange with covariance matrices so I also explain that at the end. Enjoy! For my complete video library organized by playlist, please go to my video page here:

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Видео Statistics 101: The Covariance Matrix канала Brandon Foltz