Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 116873

Measure of distance between distributions or variables, such as Euclidean distance between points in n-space.

1 vote
0 answers
131 views

Euclidean distance between the unbiased covariance estimator and the true covariance

Let X be a n*p matrix whose p columns are sampled from a centred normal multivariate distribution with true covariance matrix $\Sigma$ and let $\Sigma_{n}$ be its unbiased sample covariance estimator …
Petreius's user avatar