This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics articles
This page has archives. Sections older than 90 days may be automatically archived by Lowercase sigmabot III when more than 4 sections are present.
Infobox PDF requirement on covariance matrix[edit]
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. Wqwt (talk) 20:53, 29 March 2022 (UTC)[reply]
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 Wqwt (talk) 21:22, 29 March 2022 (UTC)[reply]
User 174.168.4.26 has recently added 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 08:15, 20 July 2023 (UTC)[reply]
In the subsection titled "Bivariate case", the notation [XY]' 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)
Formula for the limit of the isoline ellipsis' major axis in the bivariate case[edit]
The article's subsection "Bivariate case" states a formula for the limit of the major axis of isoline ellipses as :
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 Wikipedia article's own section.