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ellipse

ellipse and circles through end points of the semi-axes

Getting the semi-axes of an ellipse by differentiation of its graph functions – a simple step for a human, but not for ChatGPT 5.x ….

Some of my readers know that I am presently writing a book about Multivariate Normal distributions and related geometric properties of their level sets (multidimensional ellipsoids). For certain topics of the book, I sometimes use the latest free edition of ChatGPT to verify some claims and to get a list of respective papers. Sometimes also for a proof … However,… Read More »Getting the semi-axes of an ellipse by differentiation of its graph functions – a simple step for a human, but not for ChatGPT 5.x ….

3-dim projections of 4-dim MVN

n-dimensional spheres and ellipsoids – IV – numerical check of Rivin’s formula for the surface areas of ellipsoids in 3 dimensions and the perimeters of ellipses

In the third post of this series we have discussed an idea of I. Rivin (see [1], [2]). Rivin has shown that the surface area of a general (n-1)-dimensional ellipsoid in a n-dimensional Euclidean space can be expressed in terms of an expectation value of a specific function weighted by a multivariate Gaussian probability density [pdf]. In contrast to (n-1)-spheres… Read More »n-dimensional spheres and ellipsoids – IV – numerical check of Rivin’s formula for the surface areas of ellipsoids in 3 dimensions and the perimeters of ellipses

Cut-off BVN limited to an ellipsoidal core

Covariance matrix of a cut-off Multivariate Normal Distribution – III – results for a 2-dimensional BVN-core and proper normalization of its cut-off distribution

In the math section of this blog, we try to cover interesting aspects of Multivariate Normal Distributions [MVNs]. The topic of this post series is the covariance matrix of a MVN-like distribution confined inside a hyper-surface of constant probability density. Outside of the surface we set the probability density to zero. This gives us a “cut-off” MVN- distribution. Contour surfaces… Read More »Covariance matrix of a cut-off Multivariate Normal Distribution – III – results for a 2-dimensional BVN-core and proper normalization of its cut-off distribution

BVD contour ellipses with varying negative Pearson coefficient

Properties of BVD confidence ellipses – II – dependency of the half-axes on the correlation coefficient

If you have read my last post on confidence ellipses, you may have tried to derive the result on the longer half-axis for maximum correlation by following an eigenvalue analysis of the (inverse) covariance matrix of a Bivariate Normal Distribution [BVD]. If you have succeeded, jump over this post. If not, the contents my be interesting for you. Its is… Read More »Properties of BVD confidence ellipses – II – dependency of the half-axes on the correlation coefficient