Let Rand S denote the sample correlation matrix and the sample covariance matrix, respectively. Let D= diag(s.22. Ann). Show that S-DRD/2 Under what conditions can we conclude from the equation above...

Let Rand S denote the sample correlation matrix and the sample covariance matrix, respectively. Let<br>D= diag(s.22. Ann).<br>Show that<br>S-DRD/2<br>Under what conditions can we conclude from the equation above that R D-1/2SD-1/2? Justify<br>your answer.<br>

Extracted text: Let Rand S denote the sample correlation matrix and the sample covariance matrix, respectively. Let D= diag(s.22. Ann). Show that S-DRD/2 Under what conditions can we conclude from the equation above that R D-1/2SD-1/2? Justify your answer.

Jun 09, 2022

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Let Rand S denote the sample correlation matrix and the sample covariance matrix, respectively. Let D= diag(s.22. Ann). Show that S-DRD/2 Under what conditions can we conclude from the equation above...

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