[SciPy-user] Bias in numpy.random.multivariate_normal?

John Reid j.reid@mail.cryst.bbk.ac...
Sat Nov 10 18:18:45 CST 2007


Matthieu Brucher wrote:
> IIRC, you computed the biaised variance, so it is normal to see biais. 
> Try dividing by (sample_size-1), it should be the unbiaised estimator.
> 
That wouldn't change the sign of the answer. In any case I get the same 
results when dividing by sample_size-1.



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