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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Scatter matrix ： ウィキペディア英語版 Scatter matrix : ''For the notion in quantum mechanics, see scattering matrix.'' In multivariate statistics and probability theory, the scatter matrix is a statistic that is used to make estimates of the covariance matrix, for instance of the multivariate normal distribution. ==Definition== Given ''n'' samples of ''m''-dimensional data, represented as the ''m''-by-''n'' matrix, $X=()$, the sample mean is :$\backslash overline\backslash sum\_^n\; \backslash mathbf\_j$ where $\backslash mathbf\_j$ is the ''j''th column of $X\backslash ,$. The scatter matrix is the ''m''-by-''m'' positive semi-definite matrix :$S\; =\; \backslash sum\_^n\; (\backslash mathbf\_j-\backslash overline\_j-\backslash overline^n\; (\backslash mathbf\_j-\backslash overline\_j-\backslash overline^n\; \backslash mathbf\_j\; \backslash mathbf\_j^T\; \backslash right)\; -\; n\; \backslash overline\}^T$ where $T$ denotes matrix transpose, and multiplication is with regards to the outer product. The scatter matrix may be expressed more succinctly as :$S\; =\; X\backslash ,C\_n\backslash ,X^T$ where $\backslash ,C\_n$ is the ''n''-by-''n'' centering matrix. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Scatter matrix」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.