When is the determinant of a covariance matrix is 0?

Asked Jun 03 '14 at 13:14

Active Jun 03 '14 at 13:24

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Any covariance matrix $A$ must be non-negative definite or semi-positive definite. This means that its deteraminant should always $|A|\ge0$. In case $|A|=0$, what would happen? or what does this mean for the dependence of the corresponding random variables?

Million thanks for your answers and hints

asked Jun 03 '14 at 13:14

Jingjings

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There's a linear combination of variables which is constant. – Glen_b Jun 03 '14 at 13:24
For example [this](http://stats.stackexchange.com/a/70910/3277) answer covers it. – ttnphns Jun 03 '14 at 13:29

When is the determinant of a covariance matrix is 0?

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