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A typo in variance calculation #64

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patel-zeel opened this issue Feb 14, 2021 · 0 comments
Open

A typo in variance calculation #64

patel-zeel opened this issue Feb 14, 2021 · 0 comments

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@patel-zeel
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patel-zeel commented Feb 14, 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.

@patel-zeel 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 patel-zeel changed the title A possible bug in variance calculation A typo in variance calculation Feb 28, 2021
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