# Sample variance-covariance matrix (S)

The sample variance-covariance matrix (a.k.a sample covariance matrix)

If the number

Sometimes it is desirable to assign a single numerical value to S. This is achieved by taking the determination of the matrix, according to the normal rules of such a calculation, to arrive at |S|. The generalized sample variance |S| is calculated as follows for the 2 x 2 matrix above,

The relation