Consider all 30 observations on the first two process variables in Table 11.6. Calculate an estimate of the sample covariance matrix using both estimators S1 and S2 discussed in Section 11.3.2. Are the estimates very different? Discuss your findings.

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sTABLE 11.6 Chemical Process Data Original Data 13 13.6 ObServation 0.291681 0.294281 0197337 0.839022 3.204876 0.203271 0.99211 20.7 19.9 2 10 155 -0.6034 10.5 9.7 9.8 11.7 16.1 19.1 19.8 0.491533 0.640937 1-469539 0.879172 2.29514 1.670464 6.5 21.5 18.3 13.8 16.8 12.2 15.8 14.5 8.7 18.8 19.3 19.4 19.6 16.9 70241 0.14246 -0.99498 -0.36089 10.1 9.5 0560808 0.31493