most recent 30 from http://mathoverflow.net 2013-05-24T02:48:38Z http://mathoverflow.net/feeds/question/113850 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/113850/auto-correlation-calculating-auto-correlation-matrix-with-given-weighted-mean Amin 2012-11-19T17:28:33Z 2012-11-19T20:06:52Z

<p>Assume that mean of some weighted data calculated. $m=\frac{\sum_{i=1}^{n} w_i x_i}{\sum_{i=1}^{n} w_i}$</p> <p>i want to calculate $C=\sum_{k=1}^{n}w_i x_i x_i^T$</p> <p>But i dont have access to any $x_i$. </p> <p>I only got $m$ and every $w_i$.</p> <p>Is there any relation between these variables?</p> <p>Regards.</p>