STA437H1 Lecture Notes - Lecture 10: Qr Decomposition, Linear Combination, Random Variable
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Textbook model tj bo t gi z t gzzz ej t z. Note in reality people use qr decomposition or other computation technique to compute zz. Covariance of linear combination of rvs ax c" . Recau projection of x on y perpendicular orthogonal vectors x"y o projection of on y y y"s. For a symmetric positive definite bpxp i e ei"ej where x"s are positive and eigenvectors orthogonal. Spectral decomposition is given by bpxp x e en t d erez t. Xpep: for it j dpepep p teal. Iep jp roof of x py y p x. X bx x"x y p b p y y p p y. Y"p"pap"py_ y p p y y n y z p. E x ee bi in max x a e let. I a e e er e ee e a i. I x alterntained when e z win xp attentained when x ep.