I pulled this distribution of a 2D random variable from page 5: https://arxiv.org/pdf/1606.05908.pdf
I want to know:
- How can we infer the covariance matrix from the plot?
- How can we infer the independence/dependence from the plot?
Similar to how this document breaks it down nicely for 2D gaussians: http://www.cs.utah.edu/~tch/CS4640F2019/resources/A%20geometric%20interpretation%20of%20the%20covariance%20matrix.pdf