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Simple Question!

Guest Granta
Guest Granta
in Mathematics

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Hi there,

 

I've a question here that I'd like yer opinions on:

 

If I have an n*m matrix X made up of n measurements of m variables (assuming all the variables measure temperature and so the units are Kelvin (K)). Does this imply that the covariance of X has units K^2?

 

Also, if S = covariance(X) and S = ULU', what are the units of U, L and U'??

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