Page "Positive-definite matrix" Paragraph 13
from
Wikipedia
In statistics, the covariance matrix of a multivariate probability distribution is always positive semi-definite ; and it is positive definite unless one variable is an exact linear combination of the others.
Conversely, every positive semi-definite matrix is the covariance matrix of some multivariate distribution.
Page 1 of 1.
1.808 seconds.