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Student Support Forum: 'False covariance' topicStudent Support Forum > General > "False covariance"

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Peter Pein
05/21/13 2:21pm

Hi,

if I understand the documentation correctly, the covariance matrix belongs to the "inner" MultinormalDistribution.

Indeed, with your example I get
Correlation[Log@dist] as desired and the matrix Correlation[rnd] is
{{1.,0.500246},{0.500246,1.}} with my random matrix.

hth,
Peter

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Subject (listing for 'False covariance')
Author Date Posted
False covariance J. Karrey 05/13/13 06:44am
Re: False covariance Peter Pein 05/21/13 2:21pm
Re: False covariance Peter Pein 05/21/13 4:12pm
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