Question

Covariance matrix and inverse covariance matrix of gaussian distributiion

Answer 1

Step-by-step explanation:

The inverse covariance matrix, commonly referred to as the precision matrix displays information about the partial correlations of variables. With the covariance matrix , one observes the unconditional correlation between a variable i, to a variable j by reading off the (i,j)-th index.

Answer 2

$\huge{ \red{ \boxed{ \fcolorbox{cyan}{aqua}{ANSWER}}}}$

The inverse covariance matrix, commonly referred to as the precision matrix displays information about the partial correlations of variables. With the covariance matrix , one observes the unconditional correlation between a variable i, to a variable j by reading off the (i,j)-th index.