expected value of inverse sample covariance?

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2 total messages Started by Behzad M Shahshahani Thu, 01 Oct 1992 20:19

#612

Author: Behzad M Shahshahani
Date: Thu, 01 Oct 1992 20:19

10 lines
815 bytes

I have been trying to find the expected value of inverse of S, the
unbiased covariance estimte. Does anyone know what this expected value is, 
or any references??
                                                         T
E{inverse(S)} = ??, where S=1/n-1 (sum((xi-xbar)(xi-xbar) )

Thanks in advance.

-Behzad Shahshahani

Re: expected value of inverse sample covariance?

#617

Author: Behzad M Shahshahani
Date: Fri, 02 Oct 1992 14:06

2 lines
548 bytes

-behzad

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