Outlier Sample, Tasneem Ahmad
Outlier Sample, Tasneem Ahmad
Outlier Sample, Tasneem Ahmad
=
with
p
2 2 2 2
( ) ( ) ( ) ( ) ( ) ( )
1 2 3
= + + +... + =1
The sum of the Eigen-values equals the trace of the square matrix (i.e.,
( )
1
p
i
i
tr
=
=
) and
the maximum number of Eigen-vectors equals the number of rows (or columns) of this
matrix. Enachescu and Enachescu [2] has mentioned that For normally distributed
observation
i
i
U
are independent
2
1, j
variables. Consider
2
1,
1
p
i j
i
=