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Mathematical theory of statistics, concerned with formal definitions and general results.

2 votes

What's the intuition for ABA' in linear algebra?

For short This is covariance matrix's property $var(AX)=Avar(X)A^T$. Also in scalar variance, $var(aX) = a^2var(X)$ when $a$ is constant. (Maybe) we can interprete as squred of matrix as well. In othe …
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