Originally Posted by

**Dgphru** Hi, I'm just wondering which one is the better covariance matrix..

a) to have one with only numbers along the diagonals

b) to have one with the top diagonal number being greater than the other diagonals (but numbers do not only appear in the diagonals but in the other entries)

c) to have the one with the last diagonal number being greater than the other diagonals (but numbers do not only appear in the diagonals but in the other entries)

I'm thinking, a is best, then b then c.. is this correct?