Вы искали: unstructured variance covariance matrix (Английский - Испанский)

covariance matrix
matriz de covariancia

variance, covariance and multiple regression analyses.
análisis de variancia, covariancia, y regresión múltiple.

matrix of the variances-covariances
matriz de covarianzas

our approach is to calculate the initial inputs for each realization, and run groups of these realizations in separate processors and afterwards to calculate the mean vector and the covariance matrix of them.
nuestro enfoque consiste en calcular las entradas iniciales para cada realización y correr grupos de estas realizaciones en procesadores separados y después calcular el vector medio y la matriz de covarianza de las mismas.

based on repeated measures analysis of variance with change from baseline as the dependent variable, an unstructured covariance matrix, treatment, month and treatment-by-month as fixed effects, and subject as a random effect in the model.
basados en un análisis de varianza con medidas repetidas utilizando un modelo que incluía el cambio desde el basal como variable dependiente, una matriz de covarianza no estructurada, el tratamiento, el mes y el tratamiento por mes como efectos fijos, y el sujeto como efecto aleatorio.

let formula_9 be any "p"×1 column vector-valued random variable whose covariance matrix is the "p"×"p" identity matrix.
let formula_15 be any "p"×1 column vector-valued random variable whose covariance matrix is the "p"×"p" identity matrix.

the processor 18 also derives pt, which is the transpose of p, and retrieves from a memory values representing m’, which is a <PROTECTED> symmetric inverse covariance matrix representing the correlation between the 5 different selected measurements p in a population of coins of the current target class:
el procesador 18 obtiene también pt, que es la matriz traspuesta de p, y recupera de una memoria valores que representan a m', que es una matriz <PROTECTED> de covarianzas inversa y simétrica que representa la correlación entre las 5 mediciones seleccionadas p diferentes en una población de monedas de la clase objetivo actual:

==hotelling's two-sample "t"-squared statistic==if formula_31 and formula_32, with the samples independently drawn from two independent multivariate normal distributions with the same mean and covariance, and we define:formula_33as the sample means, and:formula_34as the unbiased pooled covariance matrix estimate, then hotelling's two-sample "t"-squared statistic is:formula_35and it can be related to the f-distribution by:formula_36the non-null distribution of this statistic is the noncentral f-distribution (the ratio of a non-central chi-squared random variable and an independent central chi-squared random variable):formula_37with:formula_38where formula_39 is the difference vector between the population means.
para calcular un p-valor, multiplique la estadística "t"2 y la constante anterior y use la distribución f.== estadística t-cuadrado de hotelling para dos muestras ==si formula_31 y formula_32, con the samples independently drawn from two independent multivariate normal distributions con la misma media y covarianza, y definimos:formula_33como las medias muestrales, y:formula_34como el estinador de la matriz de covarianza pooled insesgado the unbiased pooled covariance matrix estimate, then hotelling's two-sample "t"-squared statistic is:formula_35and it can be related to the f-distribution by:formula_36the non-null distribution of this statistic is the noncentral f-distribution (the ratio of a non-central chi-squared random variable and an independent central chi-squared random variable):formula_37with:formula_38where formula_39 is the difference vector between the population means.