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Nov
29
comment probability distribution function calculation
This helped a lot. Thank you!
Nov
23
comment probability distribution function calculation
Thank you Sasha. I will try to apply this method and return to you.
Aug
10
comment Numerical computation stability issue
Thanks, lhf! It helps.
Jul
22
comment Solving quadratic vector equation
So, the best hint was to diagonalize matrix A.<br> Now I get it by denoting A = V'DV, z = V*x.<br> Thanks!
Jul
21
comment Solving quadratic vector equation
The matrix A is symmetric (it's covariance).