expected value of matrix

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rakesh kumar
rakesh kumar 2022-1-30
编辑： VBBV 2022-1-30
I have a random vector alpha with mean zero and standard deviation one, I want to find the expected value of alpha *alpha transpose
E[alpha*alpha']
0.0994
0.3661
-0.2125
0.2839

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采纳的回答

VBBV
VBBV 2022-1-30
Ran in:
alpha = [0.0994
0.3661
-0.2125
0.2839]
alpha = 4×1
0.0994 0.3661 -0.2125 0.2839
alpha.'
ans = 1×4
0.0994 0.3661 -0.2125 0.2839
E = alpha.*alpha.'
E = 4×4
0.0099 0.0364 -0.0211 0.0282 0.0364 0.1340 -0.0778 0.1039 -0.0211 -0.0778 0.0452 -0.0603 0.0282 0.1039 -0.0603 0.0806
Exp = mean(E) % expected value
Exp = 1×4
0.0133 0.0491 -0.0285 0.0381
Use mean function for your 4x4 matrix
  2 个评论
rakesh kumar
rakesh kumar 2022-1-30
Dear VBBV,
I have read that if alpha is a random vector then Expectation of [alpha*transpose(alpha)] gives covariance matrix which in this case should be a 4 by 4 matrix. yours answer calucalate the mean of column vector.
VBBV
VBBV 2022-1-30
编辑：VBBV 2022-1-30
Refer this link for expected value.
https://en.m.wikipedia.org/wiki/Expected_value
You can evaluate covariance using expected value. But your question is related to expected value (which is obtained by taking mean of values ) and not that of covariance.

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更多回答（1 个）

KSSV
KSSV 2022-1-30
Ran in:
a = [ 0.0994
0.3661
-0.2125
0.2839] ;
E = a'*a
E = 0.2697
  1 个评论
rakesh kumar
rakesh kumar 2022-1-30
dear kssv i want to find the expected value of alpha* alpha transpose which is a matrix given below. I want the expected value of it.
alpha* alpha'= 0.0099 0.0364 -0.0211 0.0282
0.0364 0.1340 -0.0778 0.1039
-0.0211 -0.0778 0.0452 -0.0603
0.0282 0.1039 -0.0603 0.0806
>>

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