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  1. J

    Covariance of the Sample Mean of Two Random Vectors

    Hello everyone, This is not homework, it's a real problem I encountered in data analysis. I'll try to state the problem as clearly as possible, while removing extraneous information about the specific application. Statement of the Problem I have two random vectors A^i and B^j. Each of element...
  2. J

    Understanding Why System of Equations is Degenerate

    In my work (this has some practical application I won't get into), I ended up with a system of equations like this: \displaystyle A_1 = x_1 + y_1 \displaystyle A_2 = x_2 + y_2 \displaystyle B_1 = x_1 + a_1y_1 \displaystyle B_2 = x_2 + a_1y_2 \displaystyle C_1 = x_1 + a_2y_1...