Media Summary: CORRECTION: At 10:56 we shouldn't divide by 4 to get the Updated version: Definition and properties of the So finally we have a centered sum of the squares and cross product matrix which we know is used to get a
Data Science Covariance Matrix - Detailed Analysis & Overview
CORRECTION: At 10:56 we shouldn't divide by 4 to get the Updated version: Definition and properties of the So finally we have a centered sum of the squares and cross product matrix which we know is used to get a This video provides a derivation of the variance-