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Tagged with mathematica normal-distribution
3 questions
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Number of simulated statistics more extreme than most extreme real data statistic
I have a distribution of $n_{obs}$ "real" data observations drawn from a normal distribution $X \sim N(\mu,\sigma^2)$, and a number $Q$ of simulated realizations of the same distribution, ...
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$X_1, X_2$ are IID $N(0,1)$. Find Cov($X_1$, $X_1 X_2$).
Two variables $X_1, X_2$ are independent and identically distributed as $N(0,1)$. I need to find
Cov($X_1$, $X_1 X_2$).
Thanks!
3
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How do I calculate the Bayes error of a multivariate normal Bayesian classifier?
I have a 4 dimensional feature and each of them are independent normal distributions. I want to calculate the bayesian error associated with this classifier. The covariance matrix and the mean have ...
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