The Definitive Checklist For Multivariate Normal Distribution
Looking at the corresponding eigenvector, \(e_{2}\), we can see that this particular axis is pointed visit the direction of points in the direction of increasing values for the third value, or Arithmetic and decreasing value for Similarities, the second variable. \begin{align} \lambda = \dfrac{2 \pm \sqrt{2^2-4(1-\rho^2)}}{2}\\ = 1\pm\sqrt{1-(1-\rho^2)}\\ = 1 \pm \rho \end{align}Here we will […]