can anyone please help?

Given: $\vec{x}$ - vector of rational numbers, $C$ - covariance matrix $C=(\vec x - \overline x)(\vec x - \overline x )^\top$

Prove: $C^{-1} =P^\top P$.


  • 2
    $\begingroup$ Welcome to stackexchange. You are more likely to get answers rather than downvotes and votes to close if you edit the question to show what you tried and where you are stuck. $\endgroup$ – Ethan Bolker Mar 14 '18 at 22:20
  • $\begingroup$ I also bet you git the definition wrong $\endgroup$ – Exodd Mar 14 '18 at 23:23

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