Timeline for Dependence between direction and magnitude of multivariate normal random vector
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Nov 15, 2018 at 22:57 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 105 characters in body
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| Apr 15, 2011 at 23:12 | answer | added | Michael Hardy | timeline score: 2 | |
| Apr 14, 2011 at 20:44 | vote | accept | JMS | ||
| Apr 14, 2011 at 20:29 | history | edited | JMS | CC BY-SA 3.0 |
clearing up notation
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| Apr 14, 2011 at 20:22 | history | edited | JMS | CC BY-SA 3.0 |
added 15 characters in body
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| Apr 14, 2011 at 19:11 | answer | added | Mark Meckes | timeline score: 5 | |
| Apr 14, 2011 at 19:06 | comment | added | Or Zuk | The reasoning looks correct. I think you can re-parametrize by keeping the direction $y$ the same, and just dividing $x$ by the standard deviation (point-wise, that is, $x_i' = x_i/v_i$) in $u$, that is, defining $u$ as $u = || (x_1 / v_1, .., x_p/v_p) ||$. B.t.w. isn't $f_x(x)$ proportional to $1/\prod_i v_i$ (instead of $\prod_p v_i$)? | |
| Apr 14, 2011 at 18:31 | history | asked | JMS | CC BY-SA 3.0 |