CorrelationMatrix
Fra mn/fys/epf
Revisjon per 25. mar. 2011 kl. 23:16 av Read@uio.no (diskusjon | bidrag) (Ny side: The covariance matrix is <br> <math>C_{ij} = <(x_i-\bar{x_i})(x_j-\bar{x_j})></math>.<br> Suppose <math>\delta_1,\ \delta_2,\ \delta_3</math> are three independent sources of normally-distr...)
The covariance matrix is
.
Suppose are three independent sources of normally-distributed unit fluctuations (with
and and where is the kronikker delta function (1 for and zero for ).
Pseudo-measurements of can be generated from the expressions .
Expanding the covariance matrix one finds
above and , one finds <x_1*x_2> = x_{10}*x_{20}+\beta*\lambda</math> so that . Similar substitution for gives for the diagonal matrix elements and .