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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: statistical testing of optimized parameter
Replies: 8   Last Post: May 20, 2012 4:05 PM

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Md. Ikramul Hasan

Posts: 13
Registered: 4/4/12
Re: statistical testing of optimized parameter
Posted: May 18, 2012 5:28 AM
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"Bruno Luong" <brunoluong@yahoo.com> wrote in message <jp4qb5$1k3$1@newscl01ah.mathworks.com>...
> "Md. Ikramul Hasan" wrote in message <jp3qur$14q$1@newscl01ah.mathworks.com>...
>
> > For calculating ?parameter covariance matrix? I used inverse of the hessian. Is it correct?
>
> No, the inverse of Hessian multiplied by the data noise covariance.
>
> Bruno

Hi Bruno,
Thanks for your reply. I could not understand you properly. Can you explain little more please.
- Hasan

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