Dear friends, please allow me a naive subject oriented question at this moment. I was wondering whether VCV matrix for some multivariate normal distribution can be PSD (which I always thought must be PD).
I came across that point as I was working on some sample distribution of some statistic which involves population correlation matrix. As correlation matrix always a PSD, it seems that that sample distribution (that is asymptotically normal) comes with some vcv matrix which is PSD. Can somebody help me to sort this out? warm thanks ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
