A principal component analysis of a correlation matrix treats all variables as equally important. A principal component analysis of a covariance matrix gives more weight to variables with larger ...

The population formula is used when there is data from the entire population being studied or considered. The mean is the average of a group of numbers and the variance measures the average degree ...

D-optimality is based on the determinant of the information matrix for the design, which is the same as the reciprocal of the determinant of the variance-covariance matrix ... rank update rules (see ...