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Multivariate Probability Distribution

 
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Lim



Joined: 27 Oct 2004
Posts: 7

PostPosted: Wed Oct 27, 2004 3:19 am    Post subject: Multivariate Probability Distribution Reply with quote

From the Multivariate Probability Distribution explaination, there are two new terms to me, Eigenvector and Eigenvalue. May I know how to to generate / obtain Eigenvector and Eigenvalue.

In the spreadsheet example, users are required to enter the z-value. What is the z-value here?

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Anthony
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Joined: 29 Sep 2004
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Location: New York, USA

PostPosted: Wed Oct 27, 2004 3:17 pm    Post subject: Reply with quote

You can check textbooks that have numerical processing in them. They should give you the information that you needed on Eigenvector and Eigenvalue and their application.

Think of the z value is the cut off in a probability distribution. It is just the value on the x axis if you have a univariant probability distribution. Check the Monte Carlo Integration example to see a graphical representation of what I am talking about.

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