Timeline for What is known about the PDFs for the $\ell^2$-norm of these multivariate distributions?
Current License: CC BY-SA 3.0
18 events
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| Apr 19, 2017 at 9:32 | history | edited | Bobson Dugnutt | CC BY-SA 3.0 |
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| Apr 19, 2017 at 9:31 | comment | added | Bobson Dugnutt | @MichaelHardy Ah, it seems that it is indeed only true for standard normal distributions, my bad. | |
| Apr 19, 2017 at 3:29 | comment | added | Michael Hardy | WAIT!! I just realized no generality is lost by assuming zero correlation, but the question of unequal variances is still there. | |
| Apr 19, 2017 at 3:21 | comment | added | Michael Hardy | You wrote "the PDF for the $\ell^2$-norm of a multivariate normal distribution with zero mean can be shown to be the chi distribution". Can it? What if it's a bivariate normal distribution with variance $\left[\begin{array}{r} 3 & 1 \\ 1 & 2 \end{array} \right]\text{ ?}$ What you say is certainly true if the components in orthogonal directions are uncorrelated and all have variance $1$, and if they are uncorrelated and all have equal variances then it's just a constant times a chi-square random variable. But bivariate normal in general? | |
| Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
replaced http://math.stackexchange.com/ with https://math.stackexchange.com/
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| S Mar 22, 2017 at 21:28 | history | bounty ended | Bobson Dugnutt | ||
| S Mar 22, 2017 at 21:28 | history | notice removed | Bobson Dugnutt | ||
| Mar 22, 2017 at 20:14 | vote | accept | Bobson Dugnutt | ||
| Mar 22, 2017 at 19:48 | answer | added | Carlo Beenakker | timeline score: 2 | |
| S Mar 22, 2017 at 16:05 | history | suggested | Henry.L |
change to top tags
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| Mar 22, 2017 at 15:40 | review | Suggested edits | |||
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| Mar 21, 2017 at 16:56 | answer | added | Henry.L | timeline score: 1 | |
| S Mar 21, 2017 at 14:58 | history | bounty started | Bobson Dugnutt | ||
| S Mar 21, 2017 at 14:58 | history | notice added | Bobson Dugnutt | Draw attention | |
| Mar 19, 2017 at 15:57 | comment | added | Bobson Dugnutt | @CarloBeenakker Thank you, will do for future posts. | |
| Mar 19, 2017 at 14:35 | comment | added | Carlo Beenakker | you only asked yesterday on MSE, one is typically advised to wait a week or so before crossposting... | |
| Mar 19, 2017 at 11:00 | review | First posts | |||
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| Mar 19, 2017 at 10:58 | history | asked | Bobson Dugnutt | CC BY-SA 3.0 |