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Is it possible to have values greater than 1 in a covariance matrix? Actually, I created a precision matrix Q and then inverted it to get the covariance matrix. And I have values greater than 1. Is it normal? Actually, I created a precision matrix of size 100x100 considering I have values for the neighboring points and zero for the non neighboring points. I added a small delta to make the matrix diagonal dominant such that is is positive definite and its inverse exists

Then I calculate the covariance matrix taking its inverse. I can see some values greater than 1. So any suggestions?

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The usual variance $E(X^2) - E(X)^2$ is a $1 \times 1$ covariance matrix. So, no, there's no reason why entries should be bounded by any number. Any positive semi-definite symmetric matrix can appear as a covariance matrix. – WimC May 19 '12 at 14:43

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