𝑐𝑜𝑣 𝑥, 𝑥 𝑐𝑜𝑣 𝑥, 𝑦 𝑐𝑜𝑣 𝑥, 𝑧 𝑐𝑜𝑣 𝑦, 𝑥 𝑐𝑜𝑣 𝑦, 𝑦 𝑐𝑜𝑣 𝑦, 𝑧 𝑐𝑜𝑣 𝑧, 𝑥 𝑐𝑜𝑣 𝑧, 𝑦 𝑐𝑜𝑣 𝑧, 𝑧 where 𝑐𝑜𝑣 𝑥, 𝑦 = 1 𝑛 σ 𝑖=1 𝑛 𝑥𝑖 − ҧ 𝑥 𝑦𝑖 − ത 𝑦 Σ2D−XY = 1 𝑛 σ 𝑖=1 𝑛 𝑥𝑖 − ҧ 𝑥 2 1 𝑛 σ 𝑖=1 𝑛 𝑥𝑖 − ҧ 𝑥 𝑦𝑖 − ത 𝑦 1 𝑛 σ 𝑖=1 𝑛 𝑥𝑖 − ҧ 𝑥 𝑦𝑖 − ത 𝑦 1 𝑛 σ 𝑖=1 𝑛 𝑦𝑖 − ത 𝑦 2 = 𝑐𝑜𝑣 𝑥, 𝑥 𝑐𝑜𝑣 𝑥, 𝑦 𝑐𝑜𝑣 𝑦, 𝑥 𝑐𝑜𝑣 𝑦, 𝑦 So we can just take 2x2 matrix from Σ3D • The distribution of z is not visible at all • Only 2D distribution is our interest Projection to XY plane Same point set