Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

$\newcommand{\Var}{\operatorname{Var}}\newcommand{\Cov}{\operatorname{Cov}}$Could you help me to check that for every Gaussian vector $(Z_1,Z_2,\ldots, Z_n)$, we have $\det\Cov(Z_1,\ldots, Z_n)$ $= \Var Z_1 \Var (Z_2/Z_1) \Var(Z_3/Z_1,Z_2)\cdots\Var(Z_n/Z_1,\ldots,Z_{n-1})$

Thank you in advance

share|cite|improve this question
Gladly--if only you explain what you tried to solve this (and how the LHS (a number) can equal the RHS (a random variable)). – Did Jun 1 '13 at 16:44

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.