Marginal standard deviation

ajinkyaghorpade

New member
Joined
Dec 12, 2010
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1
Hi All,
Somebody please explain me how we find marginal standard deviation given covariance matrix and a matrix of standard deviation of elements?
eg. Cov = 1.0 0.9 and std dev = 10.0 8.0
0.9 1.0
 
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