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Questions tagged [multivariate]

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3
votes
3answers
342 views

How would you visualize a multivariate Gaussian in high dimension (>3D)?

Obviously, I can't do: Plot3D[PDF[ MultinormalDistribution[{0, 0, 0}, {{1, 0, 0}, {0, 1, 0} {0, 0, 1}}], {x, y}], {x, -20, 20}, {y, -20, 20}] How would ...
2
votes
1answer
58 views

Generalizing to N variables

I have a function of the following type where $p(i)$ is a variable on which the agent can optimize and $p(-i)$ a vector of variables that he has to take as parameters. This is a demand function and ...
1
vote
1answer
41 views

Hessian matrix product in Taylor expansion of vector function

I am trying to get the 2nd order coefficient of the Taylor expansion at $\pmb{x}=\pmb{0}$ of ...
0
votes
1answer
75 views

Mathematica failing to compute function to calculate integral over a region bounded by straight line

Statement of the problem Consider the following situation: You have a model which employs a bivariate distribution with known parameters. You have a random realization from the distribution ...
1
vote
1answer
52 views

Computing the PDF of a WishartMatrixDistribution. Is this a limitation in the PDF Mathematica function?

I'm trying to compute the pdf of a wishart distribution. Why does PDF[WishartMatrixDistribution[10, IdentityMatrix[4]], 2*IdentityMatrix[4]] not return a ...
1
vote
0answers
47 views

how to derive a conditional covariance matrix (symbolically)

I have searched the database of the questions asked in this forum but to my surprise I could not find any satisfactory answer to my relatively simple question. Given a vector of random variables <...