Talk:Multivariate normal distribution

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Wrong PDF for Bivariate case[edit]

I think the second formula for the pdf of the bivariate case is wrong since it does not generate the same cross term than the formula above (there is a factor \rho) missing.

128.103.224.4 (talk) 21:46, 24 July 2015 (UTC)

Entropy[edit]

I reckon the entropy formula could be wrong when compared to the referenced paper and the Differential_entropy wiki page. It should be


H = 1/2 \log(2 \pi  e^N \det(COV))


Changed[edit]

The determinant bars were previously missing in the infobox; I just changed it to an equivalent but I think clearer form. Epistemenical (talk) 22:23, 1 October 2013 (UTC)

truly terrible TeX code[edit]

I found the following code:

y\left( x \right) = {\mathop{\rm sgn}} \left( {{\rho }} \right)\frac{{{\sigma _y}}}{{{\sigma _x}}}\left( {x - {\mu _x}} \right) + {\mu _y}.

I changed it to this:

y(x) = \mathop{\rm sgn} (\rho)\frac{\sigma_Y}{\sigma_X} (x - \mu_X) + \mu_Y.

Quite aside from the incorrectly lower-case subscripts, can a worse way of writing TeX code be imagined, short of actual malice? Michael Hardy (talk) 20:14, 28 June 2015 (UTC)