The covariance matrix shown in the video at 1:15 is not technically accurate. The (sigma_x * sigma_y) term is not correct mathematically. I understand this term could just be a symbolic representation of the covariance, but this can lead to confusion for calculation.
The covariance matrix shown in the video at 1:15 is not technically accurate. The (sigma_x * sigma_y) term is not correct mathematically. I understand this term could just be a symbolic representation of the covariance, but this can lead to confusion for calculation.