Puhh, I am really happy to read that the idea was not completely
sensless. This would have heavily damaged my anyway labile view of the
world of statistics ;)
In any case I need to get to know more about bivariate normal
distributions! Any literature recommendations?

Felix

Am 03.03.12 22:13, schrieb peter dalgaard:
> 
> On Mar 3, 2012, at 20:25 , drflxms wrote:
> 
>> "Once you go into two dimensions, SD loses all meaning, and adding
>> nonparametric density estimation into the mix doesn't help, so just stop
>> thinking in those terms!"
>>
>> This makes me really think a lot! Is plotting the 0,68 confidence
>> interval in 2D as equivalent to +-1 SD really nonsense!?
> 
> 
> Nono.., a 68% CI (or rather, prediction region) is a 68% region, no problem 
> in that. And choosing that particular value because it is traditional in 1D 
> quite defensible. It's just that there is nothing (at least not anything 
> obvious) that it corresponds to 1SD of.
> 
>

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