Timeline for Distribution of inverse of a random matrix
Current License: CC BY-SA 4.0
17 events
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| Oct 8 at 0:07 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 10 at 0:04 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 11 at 0:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 13, 2023 at 23:08 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 13, 2023 at 21:18 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 4 characters in body
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| Sep 13, 2023 at 21:16 | comment | added | Michael Hardy | By $(R'R)^{-1},$ do you mean any generalized inverse of the singular $d\times d$ matrix $R'R$ of rank $k<d\text{?} \qquad$ | |
| Aug 16, 2023 at 3:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 17, 2023 at 1:49 | answer | added | jlewk | timeline score: 1 | |
| Jul 15, 2023 at 14:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 17, 2023 at 12:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 15, 2023 at 11:46 | history | edited | YCor | CC BY-SA 4.0 |
formatting, added tag
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| Feb 15, 2023 at 7:18 | answer | added | Daniel Zdeblick | timeline score: 0 | |
| Dec 15, 2012 at 8:01 | comment | added | Salman | Thanks Mark. But can you tell a condition under which inverse of a single normal random variable becomes normal. When i plot histogram of the inverse of \mathbf{R} with k and d very large, i get a nearly normal distribution. | |
| Dec 13, 2012 at 14:49 | comment | added | Mark Meckes | 1. Yes, of course. 2. No. Think about the case k=d: the inverse of a single normal random variable is not normal. This paper looks like a good place to find the kind of information you want: ugr.es/~ramongs/articulos%20en%20pdf/cimat1.pdf | |
| Dec 13, 2012 at 14:46 | comment | added | Mark Meckes | I cleaned up your math by putting it into LaTeX. I think though that your pseudoinverse formula is wrong. | |
| Dec 13, 2012 at 14:41 | history | edited | Mark Meckes | CC BY-SA 3.0 |
Put math into LaTeX
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| Dec 13, 2012 at 13:55 | history | asked | Salman | CC BY-SA 3.0 |