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I'm referring to the marginalization and conditioning figure (3rd figure in the article) here.
As per my understanding, $\sigma_{Y|X}^2=\sigma_Y^2-\frac{\sigma_{XY}^2}{\sigma_X^2}$. While I'm trying to change the bivariate distribution of $X$ and $Y$ using the handles, $\sigma_{Y|X}$ (conditioning) and $\sigma_Y$ (marginalization) are showing exactly the same values. To be precise, $\sigma_{Y|X}$ should be reasonably less than $\sigma_Y$ when the covariance between $X$ and $Y$ is strong enough. Plot shows correct variance but text is incorrect.
The text was updated successfully, but these errors were encountered:
patel-zeel
changed the title
A possible bug in variance calculation in marginalization and conditioning figure
A possible bug in variance calculation
Feb 14, 2021
patel-zeel
changed the title
A possible bug in variance calculation
A typo in variance calculation
Feb 28, 2021
I'm referring to the marginalization and conditioning figure (3rd figure in the article) here.
As per my understanding,$\sigma_{Y|X}^2=\sigma_Y^2-\frac{\sigma_{XY}^2}{\sigma_X^2}$ . While I'm trying to change the bivariate distribution of $X$ and $Y$ using the handles, $\sigma_{Y|X}$ (conditioning) and $\sigma_Y$ (marginalization) are showing exactly the same values. To be precise, $\sigma_{Y|X}$ should be reasonably less than $\sigma_Y$ when the covariance between $X$ and $Y$ is strong enough. Plot shows correct variance but text is incorrect.
The text was updated successfully, but these errors were encountered: