{"type":"rich","url":"https://kiririmode.hatenablog.jp/entry/20230930/1696063758","title":"\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306e\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570\u306e\u5c0e\u51fa","height":"190","blog_title":"\u7406\u7cfb\u5b66\u751f\u65e5\u8a18","author_url":"https://blog.hatena.ne.jp/kiririmode/","published":"2023-09-30 17:49:18","image_url":null,"provider_name":"Hatena Blog","version":"1.0","width":"100%","author_name":"kiririmode","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fkiririmode.hatenablog.jp%2Fentry%2F20230930%2F1696063758\" title=\"\u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306e\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570\u306e\u5c0e\u51fa - \u7406\u7cfb\u5b66\u751f\u65e5\u8a18\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","provider_url":"https://hatena.blog","description":"\u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306b\u95a2\u3059\u308b\u540c\u6642\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570 \u6a19\u6e96\u6b63\u898f\u5206\u5e03\u304b\u3089\u306e\u4e00\u822c\u5316 $AA ^{T}$\u306e\u610f\u5473 \u591a\u5909\u91cf\u6b63\u898f\u5206\u5e03\u306e\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570 \u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306b\u95a2\u3059\u308b\u540c\u6642\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570 \u307e\u305a\u3001\u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u3001\u4e92\u3044\u306b\u72ec\u7acb\u306a\u78ba\u7387\u5909\u6570$Z_i \\sim N(0, 1)$\u3092\u8003\u3048\u307e\u3059\u3002 \u3053\u306e\u6642\u3001\u3053\u308c\u3089$Z_i$\u306b\u95a2\u3059\u308b\u540c\u6642\u78ba\u7387\u5bc6\u5ea6\u95a2\u6570\u306f\u6b21\u306e\u5f0f\u306b\u306a\u308a\u307e\u3059\u3002 $$ \\begin{eqnarray} f(z_1, z_2, \\cdots, z_n) &=& \\prod _{i=1} ^n \\frac{1}{\\sqrt{2 \\pi}} e ^{-\\frac{z _i ^2}{2}} \\newline &=& \\frac{1}{ (2 \u2026","categories":["statistics"],"blog_url":"https://kiririmode.hatenablog.jp/"}