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Book 1, version 2022-05-09, page 252, figure 7.6 - typos

Open behrman opened this issue 3 years ago • 2 comments

$\lambda_1^{1/2}$ -> $\lambda_1^{-1/2}$

$\lambda_2^{1/2}$ -> $\lambda_2^{-1/2}$

behrman avatar Jul 27 '22 17:07 behrman

are you sure it's wrong? https://online.stat.psu.edu/stat505/lesson/4/4.6

murphyk avatar Jul 28 '22 04:07 murphyk

The level set with value $r$ of a quadratic form defined by a real, symmetric, positive-definite matrix with eigenvalues $\lambda_i$ is an ellipsoid with semi-axes of length $(r / \lambda_i)^{1/2}$. See https://en.wikipedia.org/wiki/Ellipsoid#As_a_quadric. You can also see this directly from the formula (7.163). Set $r = 1$ and $y_2 = 0$ and solve for $y_1$, similarly for $y_2$.

behrman avatar Jul 28 '22 05:07 behrman

You are right. I have finally fixed this.

murphyk avatar Apr 17 '23 04:04 murphyk