Displaying 1 result from an estimated 1 matches for "stat354".
Did you mean:
stat324
2004 Jul 02
1
help computing a covariance
Hi everyone,
(This is related to my posting on chi-squared from a day ago. I have
tried simulating this but I am still unable to calculate it analytically.)
Let y be an n times 1 vector of random normal variables mean zero
variance 1 and x be an n times k vector of random normal variables mean
zero variance 1. x and y are independent.
Then P is the projection matrix P=x*inv(x'*x)*x'