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A field of mathematics concerned with the study of finite dimensional vector spaces, including matrices and their manipulation, which are important in statistics.

3 votes

Is the sum of the diagonal elements of a covariance matrix always equal or larger than the s...

You have been given two good answers. I thought it might be instructive to come at this from a different angle, and suggest how one might realise themselves that the statement is false, by finding a c …
8e9yQBKVlIDwoIVegfkJ's user avatar