diff --git a/lectures/multivariate_normal.md b/lectures/multivariate_normal.md index 8311ba5da..a47acc0cf 100644 --- a/lectures/multivariate_normal.md +++ b/lectures/multivariate_normal.md @@ -907,7 +907,7 @@ cε = C[n, :] * ε # compute the sequence of μθ and Σθ conditional on y1, y2, ..., yk μθ_hat_arr_C = np.array([np.sum(cε[:k+1]) for k in range(n)]) + μθ -Σθ_hat_arr_C = np.array([np.sum(C[n, i+1:n+1] ** 2) for i in range(n)]) +Σθ_hat_arr_C = np.array([C[n, i+1:n+1] @ C[n, i+1:n+1] for i in range(n)]) ``` To confirm that these formulas give the same answers that we computed