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surface of n-sphere

n-dimensional spheres and ellipsoids – I – Gamma-function, volume and surface of n-spheres

This post series summarizes some properties of spheres and ellipsoids in a n-dimensional Euclidean space. In addition we are going to study some special integrals over the volume of so called n-spheres and their surfaces. As a preparatory step we look at some useful properties of the so called Gamma-function, which almost automatically appears when one works with integrals in… Read More »n-dimensional spheres and ellipsoids – I – Gamma-function, volume and surface of n-spheres

3-dim projections of 4-dim MVN

Covariance matrix of a cut-off Multivariate Normal Distribution – II – integrals over volume and surface of an n-dimensional sphere

In the 1st post of this series, we have posed the following problem: Take the probability density of a Multivariate Normal Distribution [MVN], but set it to zero at Mahalanobis distances bigger than a finite distance D. Take a respective volume region enclosed by a contour surface of constant probability density (at the Mahalanobis distance dm=D). We have called such… Read More »Covariance matrix of a cut-off Multivariate Normal Distribution – II – integrals over volume and surface of an n-dimensional sphere