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searching for Sample mean and covariance 2 found (7 total)

alternate case: sample mean and covariance

Mahalanobis distance (2,736 words) [view diff] exact match in snippet view article find links to article

log-likelihood (after adding a constant so the minimum is at zero). The sample mean and covariance matrix can be quite sensitive to outliers, therefore other approaches

Weighted arithmetic mean (9,001 words) [view diff] exact match in snippet view article find links to article

then the weighted mean and covariance reduce to the unweighted sample mean and covariance above. The above generalizes easily to the case of taking the