Timeline for How do choices of probabilities and covariance matrices constrain each other for a correlated multivariate Bernoulli random variable?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
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| Aug 2, 2013 at 3:24 | comment | added | Ray Koopman | @Paul The covariance matrix of any set of real variables must be positive definite (or semidefinite, if the set is singular). | |
| Aug 1, 2013 at 22:53 | comment | added | Paul Keating | Thanks @RayKoopman. Very interesting. Why must $C$ be positive definite? | |
| Aug 1, 2013 at 4:24 | history | answered | Ray Koopman | CC BY-SA 3.0 |