Questions tagged [multivariate]
The multivariate tag has no usage guidance.
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
48 views
Inconsistent integration results using expressions and unexplained imaginary numbers
Consider the following code (Mathematica 8):
...
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 <...
