hajautusmatriikka
Hajautusmatriikka, a Finnish term, translates to "distribution matrix" or "dispersion matrix" in English. It is a mathematical concept often encountered in statistics and data analysis, particularly in the context of multivariate analysis. Essentially, a hajautusmatriikka is a square matrix that quantifies the relationships between multiple variables. Its diagonal elements represent the variance of each individual variable, indicating how spread out the data points are for that specific variable. The off-diagonal elements represent the covariance between pairs of variables. Covariance measures the degree to which two variables change together. A positive covariance suggests that as one variable increases, the other tends to increase as well, while a negative covariance indicates that as one variable increases, the other tends to decrease.
The hajautusmatriikka is a fundamental component in various statistical techniques. For instance, it plays a crucial