Search

Close
Show passwordHide password

Log in
Close

Do you really want to create a new entry?

Offices and unitsDemographicsPartiesRegionsSettlementsPlacesPeopleArticles

Create new

Prediction ellipse of a covariance matrix

Consider two variables, X and Y, who have the following covariance matrix,

We can draw a prediction ellipse with these characteristics,

Characteristic

Description

Center

The center of the prediction ellipse will be at the mean of X and the mean of Y.