4x4 Matrix Inverse Calculator

Inverse Matrix | Definition, Types & Example

Gaussian MultivariateAssume we have a multivariate normal random variable X = [X1, X2, X3, X4] whose covariance matrix Σ and inverse covariance matrix are:Σ = [0.71, 0.43, 0.43, -0.43; 0.43, 0.46, 0.26, 0.46; 0.26, 0.46, 0.2, -3]Note that Q is simply the inverse of Σ, i.e. Q = Σ^(-1).Are X1 and X4 correlated? Are X3 and X4 conditionally correlated given the other variables? That is, does cov(X1, X4 | X2, X3) equal to zero? Please find the Markov blanket of X2. Recall that the Markov blanket

Finding the Inverse of a 4x4 Matrix | Overview & Examples