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linear-algebra - 2XWOLQH RI(OHPHQWDU 0DWUL $OJHEUD 0DWULFHV...

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· &¶² 8QLW´±RU±LGHQWLW\±PDWUL[ ±¶² 7KH² LGHQWLW\ ² PDWUL[ ³² , Q ³² LV² D² VTXDUH² PDWUL[² RI² RUGHU ´Q[Qµ²ZLWK²RQHV²RQ²WKH²SULQFLSDO²GLDJRQDO²DQG²]HURV²HOVH¼ ZKHUH¿ , = ± ! " $ # # # # ± À À À ± À À À ± L L M M O M L ·¶²$² VFDODU±PDWUL[ ³² σ , Q ³²LV²D²VTXDUH²´Q[Qµ²PDWUL[²ZLWK²D FRPPRQ²VFDODU²HOHPHQW²RQ²WKH²SULQFLSDO²GLDJRQDO²DQG²]H¼ URV²HOVHZKHUH¶ 1RWH³ ² σ $ ² ²´ σ , Q µ ² $ ´ σ , Q µ² ² $ σ ¹¶² $² GLDJRQDO± PDWUL[ ³² D ³² LV² D² VTXDUH² ´Q[Qµ² PDWUL[² ZLWK VFDODU²HOHPHQWV³²QRW²QHFHVVDULO\²HTXDO³²RQ²WKH²SULQFLSDO²GL¼
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