The covariance matrix

CORRECTION: At 10:56 we shouldn't divide by 4 to get the covariance, we should divide by 1+1+1+1/3, which is 10/3. That means the covariances are the following: Var(x) = 1.056 Var(y) = 0.864 Cov(x,y) = 0.768 (Thank you Shivkumar Pippal!) Mean, variance, covariance, and the covariance matrix for a dataset and a weighted dataset. Announcement: Book by Luis Serrano! Grokking Machine Learning. bit.ly/grokkingML 40% discount code: serranoyt 0:00 Introduction 0:09 The covariance matrix 2:22 Average 3:23 X-variance 5:06 Problem: Same variances 7:59 Formulas 10:30 Center points