Lecture 5: Probability Theory (cont.); Stochastic Processes I

Transcript

[SQUEAKING] [RUSTLING] [CLICKING] PROFESSOR: All right, And what I want to emphasize is that we're dealing with in m dimensional space. And it has an expected And it has a covariance matrix This kind of setup can be used or assets that may have a And so in working principal components is it transforms vector of principal from X the mean vector. And... Read More