IB skill practice

Use covariance matrices

Interpret covariance matrices and relationships between random variables.

Paper 1, Paper 2 5 marks Difficulty 5

Use covariance matrices - covariance matrix calculation item

Case B11. Use the covariance matrix shown in the diagram and calculate the requested covariance-matrix quantity.

Worked practice: result and interpretation

Calculate the requested result first, then choose the interpretation that follows from it.