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comment Variance of function-valued random variables
Bosq "Theory of linear processes in function spaces".
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comment New Year challenge
+1. I find this to be a very intuitive and pedagogic approach!
Nov
18
revised ordinary least square regression
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answered ordinary least square regression
Nov
18
comment ordinary least square regression
Ordinary least squares is not the answer here because you have heteroskedasticity. Since its known in advance, is there any way to rewrite the model so it disappears? (Hint: yes, there is.) If you have seen it, think of generalized least squares.
Nov
9
comment Different meanings of math terms in different countries
In French, variété stands for a manifold. And you need to really say variété algébrique to eliminate the confusion.
Oct
9
comment Math question from the GMATprep
If you're short on time, such questions can be answered with just looking at a one particular case (or two as in this answer). Since question implies that a single value is obtained whenever $xy=1$, you can plugin anything that works, e.g. $x=1$ or $y=1$, and assume that it remains the same for other cases. Use this at your own risk however.
Oct
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answered Math question from the GMATprep
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comment How to evaluate the integral $\int e^{x^3}dx $
Unless there's a minus sign in the exponential, the statement is false.
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Apr
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revised Matlab code for generating random symmetric positive definite matrix
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Apr
11
comment Matlab code for generating random symmetric positive definite matrix
That is Matlab code! But you may or may not have Statistics toolbox. Try running 'wishrnd(eye(10),10)'. If it works, good for you.
Apr
11
answered Matlab code for generating random symmetric positive definite matrix