Spotlight on: Multivariate normal distribution

[@boyachandrasekhar2162]

Can you do videos on Weibull distribution and Exponential distribution.

[@TMSnowsill]

Hi Boya - thanks for your suggestions. They don't tend to come up in probabilistic sensitivity analysis, but they are certainly essential for survival analysis and modelling, so I will be sure to do videos on them when I get back to making videos.

Dear friend, what a nice explanation! Thanks again for sharing. With your example, I finally managed to run a VBA function CHOLESKI in Excel. Just one question: I understand form where the output of the mean values of 6.36 and -0.348 came from. But, what about the "-0.28"? Shouldn't be the value of 0.737 (scale parameter) instead according to you R output (6:30 of the video)?

[@TMSnowsill]

Hi! The estimation of the survival model actually involves estimating the auxiliary parameter (for Weibull often k or gamma in textbooks but in the R survival package it is called "Scale") on the logarithmic scale. You will see at 8:17 that we specifically retrieve log(Scale) and it is -0.2797. When you come to use the parameter in the model you then need to exponentiate the sample so you can actually use it as intended.

[@harshotsai]

Thanks for sharing..

[@TMSnowsill]

My pleasure