hi guys,

for X1 = [1,2,4,1]

and X2 = [5,1,2,4]

how do you find the sample means and covariance matrix for the two variables without knowing their distributions ?

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- Oct 20th 2009, 04:29 PMmasterinexmultivariate statistics ; compute variance
hi guys,

for X1 = [1,2,4,1]

and X2 = [5,1,2,4]

how do you find the sample means and covariance matrix for the two variables without knowing their distributions ? - Oct 20th 2009, 04:30 PMmatheagle
The sample mean is just the average of the 4 values.

I guess you want a 2 by 2 sample variance matrix.

Put the sample variances in the diagonal positions and the sample covariance in the off diagonal spot.

NOW do we use n or n-1 in this case?

Not sure if you want the MLEs (n) or the unbiased estimators (n-1).