Scatter Matrix
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A Scatter Matrix is a Multivariate Statistics a statistic that is used to make estimates of the covariance matrix.
- See: Multivariate Normal Distribution, Scattering Matrix, Multivariate Statistics, Estimation of Covariance Matrices, Covariance Matrix.
References
2016
- (Wikipedia, 2016) ⇒ http://wikipedia.org/wiki/scatter_matrix Retrieved:2016-4-25.
- In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix, for instance of the multivariate normal distribution.