Newest Questions - Cross Validated
Q&A for people interested in statistics, machine learning, data analysis, data mining, and data visualization| Cross Validated
Q&A for people interested in statistics, machine learning, data analysis, data mining, and data visualization| Cross Validated
Q&A for people interested in statistics, machine learning, data analysis, data mining, and data visualization| Cross Validated
If $\mathbf{x}$ and $\mathbf{y}$ are two independent random unit vectors in $\mathbb{R}^D$ (uniformly distributed on a unit sphere), what is the distribution of their scalar product (dot product) $\| Cross Validated
I need to figure out the covariance matrix of a uniform spherical distribution. But there I can't even find a closed form of the distribution. This link says it is $\frac{1}{n}\mathbf{I}$, where $\| Cross Validated
