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22:21
YouTube
TileStats
Covariance and the correlation matrix - with simple examples
See all my videos at https://www.tilestats.com/ In this video, we will cover the covariance and how it is related to the correlation. We will also discuss the covariance matrix and the corresponding correlation matrix. We will also see that the covariance matrix is identical to the correlation matrix if we use standardized data.
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