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45 views

Is Sample Covariance Tied to a Specific Distribution

In many sources on data analysis, the author(s) talk about calculating covariance of the data, and the formula is given as such $$ \Sigma = cov(X) = E[(X-E[X])(X-E[X])^T]$$ This formulation is given ...
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66 views

Estimating the number of observations from a set of samples

I repeatedly measure a value $S_n$ which is the sum of a set of $n$ hidden inputs. The goal is to identify the number of hidden inputs. All of the hidden inputs are driven by an experimenter ...