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In the subsection titled "Bivariate case", the notation ' is used twice. But that notation has not been previously defined and, in fact, is not used in the other sections of the article. Its meaning should be clarified. SometimesRPC 18:44, 8 January 2024 (UTC)
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three references to an SSRN preprint. The preprint is based on a student's Honors thesis (see link in section 4.3 of the preprint). There's presumably nothing wrong with the preprint but it might be preferable to cite more authoritative sources. Eldacan
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Previously the PDF said covariance matrix Σ had to be positive-definite. I fixed it to PSD for covariance matrix. I would also say symmetric but the article on PSD includes symmetric as part of the definition so I'll use that definition.
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The reference discusses this within the context of estimation, which IMO complicates the statement unnecessarily. It seems more consistent to remove the reference and cite the
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Ok I misunderstood - it needs to be invertible thus positive definite to write down the PDF in that form, otherwise it is like zero variance
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and then provides a reference . However, the cited reference is just a formulation of the statement of the
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Formula for the limit of the isoline ellipsis' major axis in the bivariate case
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Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.
