Variety of Covariance Ellipses

by | Feb 27, 2011 | 0 comments

I found it helpful to look at a variety of covariance ellipses for tame distributions so that I would have a better feel for those I come across in the wild. Following is a quick tour that I hope will show the effect of changing the parameters of the distributions of...

Covariance Ellipses

by | Feb 20, 2011 | 0 comments

In my quest to understand correlation and covariance better, I took a short trip down the rabbit hole to visit eigen vectors and returned carrying a covariance ellipse. In my next post I will tie these concepts together when I re-visit the real-world issue of...