Related articles:
Covariance matrix
Correlation
Normal distribution
Linear regression
Regression analysis
Key terms:
math
mu
sigma
frac
matrix
partial
theta
distribution
lambda
vector
sim
bmatrix
rho
random
ij
exp
ln
cdots
vdots
covariance matrix
infty
ldots
mathcal
pmatrix
normally distributed
overline
multivariate normal distribution
uncorrelated
random vector
bivariate
conditional
divergence
two random variables
cdf
entropy
multivariate gaussian distribution
regression
statistical independence
sim n
estimator
determinant
whose components
affine transformation
diagonal
jointly
sigma b
principal axes
normally distributed and uncorrelated
widehat
probability density function
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