# Difference between revisions of "Eleisha's Segment 17: The Multivariate Normal Distribution"

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Hint: The answers are all simple rationals, but I had to use Mathematica to work them out. | Hint: The answers are all simple rationals, but I had to use Mathematica to work them out. | ||

+ | |||

+ | <b> To Think About: </b> | ||

+ | |||

+ | 1. Prove the assertions in slide 5. That is, implement the ideas in the blue text. | ||

+ | |||

+ | 2. How would you plot an error ellipsoid in 3 dimensions? That is, what would be the 3-dimensional version of the code in slide 8? (You can assume the plotting capabilities of your favorite programming language.) | ||

+ | |||

+ | <b> Back To: </b> [[Eleisha Jackson]] |

## Latest revision as of 11:04, 25 February 2014

** To Calculate: **

1. Calculate the Jacobian determinant of the transformation of variables defined by

2. Consider the 3-dimensional multivariate normal over with and

(Note the matrix inverse notation.)

What are 2-dimensional and for

(a) the distribution on the slice?

(b) the marginalization over ?

Hint: The answers are all simple rationals, but I had to use Mathematica to work them out.

** To Think About: **

1. Prove the assertions in slide 5. That is, implement the ideas in the blue text.

2. How would you plot an error ellipsoid in 3 dimensions? That is, what would be the 3-dimensional version of the code in slide 8? (You can assume the plotting capabilities of your favorite programming language.)

** Back To: ** Eleisha Jackson