Jabarkan Correlation matrices dari Korélasi dalam bahasa sunda

The correlation matrix of n random variables X1, ..., Xn is the n  ×  n matrix whose i,j entry is corr(Xi, Xj).  If the méasures of correlation used are product-moment coefficients, the correlation matrix is the same as the covariance matrix of the standardized random variables Xi /SD(Xi) for i = 1, ..., n.  Consequently it is necessarily a positive-semidefinite matrix.

The correlation matrix is symmetric because the correlation between  and  is the same as the correlation between  and .