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Say you have generated some two dimensional data (a, b) using a Gaussian distribution centered at (0, 0).

If you have a covariance matrix [1, -1/2, -1/2, 1], how do you find potential anomaly points?

For example (1, 0), (0, 1), are they anomaly points?

Or (1, -1)?

I was thinking you do not have the information necessary to solve.

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  • $\begingroup$ What precisely do you mean by "anomaly points"? $\endgroup$ – Robert Israel Oct 4 '17 at 5:55
  • $\begingroup$ @RobertIsrael outliers $\endgroup$ – cprogrammer Oct 4 '17 at 6:01
  • $\begingroup$ How do you define outliers? $\endgroup$ – Robert Israel Oct 4 '17 at 19:31

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