Variance, Covariance Matrix, Linear Regression, Standard Error, Confidence Interval.
remember about a matrix’s inverse are the following: The inverse of X is denoted as X^(-1) i.e. X with a superscript -1. Only ‘invertible’ matrices have an inverse. In the scalar world, zero does not have a meaningful inverse. 1/0 = ??. It’s the same concept with matrices. The inverse of a square