Econometrics
Just to give people an idea of what I'm currently doing and why I don't like econometrics...
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
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LOL I did that in high school!
Bring back some good memories
Bring back some good memories
SWE_Ranger
LOL I did that in high school!
Bring back some good memories
Bring back some good memories
You did matrix algebra back in high school did you?
Sorry - sigma is a covariance matrix. Not 'sum of'.
I'm too lazy to type it into bold... x and mu are vectors, one of which is primed. I had strangely assumed everyone would know this...!!
If you can do that from S1 knowledge, I'll give you a tenner. Better yet, what is the integral of f of x and why?
I'm too lazy to type it into bold... x and mu are vectors, one of which is primed. I had strangely assumed everyone would know this...!!
If you can do that from S1 knowledge, I'll give you a tenner. Better yet, what is the integral of f of x and why?
President_Ben
Sorry - sigma is a covariance matrix. Not 'sum of'.
I'm too lazy to type it into bold... x and mu are vectors, one of which is primed. I had strangely assumed everyone would know this...!!
If you can do that from S1 knowledge, I'll give you a tenner. Better yet, what is the integral of f of x and why?
I'm too lazy to type it into bold... x and mu are vectors, one of which is primed. I had strangely assumed everyone would know this...!!
If you can do that from S1 knowledge, I'll give you a tenner. Better yet, what is the integral of f of x and why?
You should've been paying attention in lectures, or attending them
.
President_Ben
Just to give people an idea of what I'm currently doing and why I don't like econometrics...
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
Ben, is this a compulsary module?
ba_ba1
Ben, is this a compulsary module?
Yep. Lucky us!!
Actually I did, but that's still dutch to me.
You should still be able to work out the integral of f of x and show why intuitively...
from the sound of it, I don't think Ben would take any more Econometrics than he needed to.
Got that right!! I could in theory spend all my final third year doing econometrics... but I think I want to pass my degree...
President_Ben
Just to give people an idea of what I'm currently doing and why I don't like econometrics...
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
write it out properly (ie dont write f of x, write f(x) etc etc)
then i will find the integral maybe
A k x 1 random vector, X has a multivariate normal distribution with a mean vector, mu and covariance matrix Sigma that has the joint probability distribution function
f(x) = 1/root[(2pi^k)detsigma]exp[-0.5(x - mu)prime Sigma^-1(x - mu)]
It's actually a very simple integration to do if you have a decent understanding of econometrics (but an explanation of why would be nice) and then an application of the above... better yet, a proof (but it's a very long proof...)
f(x) = 1/root[(2pi^k)detsigma]exp[-0.5(x - mu)prime Sigma^-1(x - mu)]
It's actually a very simple integration to do if you have a decent understanding of econometrics (but an explanation of why would be nice) and then an application of the above... better yet, a proof (but it's a very long proof...)
President_Ben
Just to give people an idea of what I'm currently doing and why I don't like econometrics...
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
Multivariate normal distribution
A k x 1 random vector X has the above said distribution with a mean vector mu and covariance matrix sigma that has the joint probability distribution function
f of x = 1 over root 2pi to k det sigma exp -1/2 x - mu multiplied by inverse of sigma multiplied by x - mu
Yep. That made loads of sense to me too.
What year are you in?
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