Ex. 2.5 - Githubissues

szcf-weiya / ESL-CN

The Elements of Statistical Learning (ESL)的中文翻译、代码实现及其习题解答。

https://esl.hohoweiya.xyz

GNU General Public License v3.0

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Closed szcf-weiya closed 5 years ago

szcf-weiya commented 5 years ago

(a). Solved many days ago see the red highlight in the screenshot. selection_999 108

(b) is trivial, just take trace(AB) = trace(BA) and the fact that the covariance matrix is p*p.

bxdd commented 3 years ago

请问这一步如何推出来的？

szcf-weiya commented 3 years ago