Timeline for Dependence between direction and magnitude of multivariate normal random vector
Current License: CC BY-SA 3.0
3 events
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| May 24 at 17:32 | comment | added | Michael Hardy |
Dust off your LaTeX and MathJax skills too. Notice the typographical difference between $||a|| ||b||,$ coded as ||a|| ||b||, and $\|a\|\|b\|,$ coded as \|a\|\|b\|. The latter is considered correct. Also $\sqrt{x'x} $ is coded by using {curly braces}.
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| Apr 16, 2011 at 1:16 | comment | added | JMS | Vague by intention :) I was sort of fishing. Initially I had taken $V$ diagonal (wlog up to a rotation of $x$). Here we arrive at the same place as @Mark Meckes generalized to any $V$. That is, taking $||x||_V^2 = x'V^{-1}x$ then $||x||_V$ and $x/||x||_V$ are independent when $x\sim N(0, V)$. Should probably dust off my linear models text! | |
| Apr 15, 2011 at 23:12 | history | answered | Michael Hardy | CC BY-SA 3.0 |