Variance, Covariance Matrix, Linear Regression, Standard Error, Confidence Interval.
Any matrix Z of size (m x n) multiplied by I_n yields back Z. i.e. ZI = Z Inverse of I_n is I_n. This is conceptually akin to knowing that 1 divided by 1 is, well 1. Any invertible square matrix Z of size (n x n) times its inverse yields I_n. This last property brings us to the next concept — the