Timeline for Probability that convex hull of multivariate Gaussian sample contains a given point
Current License: CC BY-SA 3.0
5 events
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| Mar 17, 2014 at 10:44 | history | bounty ended | CommunityBot | ||
| Mar 9, 2014 at 17:04 | comment | added | Bjørn Kjos-Hanssen | A good lemma could be that if a sample leads to $\mu$ not being in the convex hull, translate the sample (maybe add $\mu-c$ where $c$ is the centroid of the sample) and argue that the joint pdf $f_{X_1,\ldots,X_n}$ thereby increases. | |
| Mar 9, 2014 at 16:44 | comment | added | Jugurtha | thanks for your answer. I agree that the probability of being in the convex hull is maximal at the $\mu$, but I have no idea about how to prove it. Do think that your statement regarding the level sets can be the base for a formal argument? | |
| Mar 9, 2014 at 9:45 | review | Low quality posts | |||
| Mar 9, 2014 at 10:02 | |||||
| Mar 9, 2014 at 9:28 | history | answered | Bjørn Kjos-Hanssen | CC BY-SA 3.0 |