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3 votes
1 answer
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Standard deviation of a particular dimension in a multivariate Gaussian distribution

I have a set (cluster) of vectors in dimension d. From this I have calculated the sample mean and covariance matrix ( I make the assumption that they are from a multivariate Gaussian). My question ...
Aly's user avatar
  • 1,249
1 vote
1 answer
45 views

Simple question on non-normal covariates

I'm analysing some data for a study that has a normal (cognition) outcome, but the predictor of interest (biomarker) is heavily skewed at the top end. The vast majority of the data is pooled around ...
Lach's user avatar
  • 11