Hello this is my first to your nice community
I know that a variable X that is assumed to follow the gaussian distribution is denoted like this
I have found today the following
Yfrog Image : yfrog.com/b9correlationcoefficientsg
probably the author of the equation above is talking about two variables P and S. I do not know how to
a) read the equation above and
b) how to convert the variance correlation matrix to variance values for each of the two variables.
I would like to thank you in advance for your help