User talk:Yke


 * Let X be a d-dimensional random vector expressed as column vector. Without loss of generality, assume X has zero mean.

Excuse me, but that is absurd. If the mean were observable, then one could simply subtract the mean from X, getting something with zero mean, and then indeed no generality would be lost by assuming that. In practice, one must use a data-based and therefore uncertain estimate of the mean, and one must therefore consider the probability distribution of the difference between X and the estimate of the mean of X. Michael Hardy 02:38, 19 Mar 2004 (UTC)

Michael,

I'm approaching this article from a user's point of view. There are certainly details that I don't understand. Correct as you see fit. Yke 03:59, 23 Mar 2004 (UTC)