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21 views

Model going from Normal to Log-Normal

I'm getting in a real mess at the moment over something I think is very simple, as well as the wording/terminology. I have a model - $\ln(Y(x))=a+b\ln(x)+\epsilon, ...
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153 views

special matrix in terms of its covariance matrix

How can we find a matrix $S\in \mathcal{M}_{n,n}$ and $Z\in \mathcal{M}_{n,m}$ whose $n$ entries of the $i^{th}$ column $Z_i$ are correlated $Z_i \sim \mathcal{N}(0,S)$ where $S \in \mathcal{M}_{n,n}$ ...
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82 views

Modeling with a Bivariate Gaussian Distribution

In an earlier question I inquired about contour lines reflecting probability values in a Bivariate Gaussian Distribution. I have spent some time thinking and playing around with a Mathematica ...