3 ms·

Some useful math cheat sheets - take two ...

jimmyjim 16y ago
A lot of them are of Paul Lamar's, without accreditation. Annoying. They're available on his original site, minus the spam: http://tutorial.math.lamar.edu/cheat_table.aspx http://tutorial.math.lamar.edu/cheat_table.aspx
- RiderOfGiraffes 16y ago
  Interesting. Can you suggest anything we can do to try to redress the balance? Does it need to be "fixed"?
  - makmanalp 16y ago
    OP points out that you're not giving credit to the original authors. I think it's pretty obvious what you need to do. This is in the standard ethical code of conduct. Give credit to the original authors by maybe adding the author's name / website next to the link. Your message comes off as if you had no idea what was wrong with what you were doing, even though OP pointed it out. And then you ask if it needs to be fixed. Are you trolling or something? Jesus. ============== Edit: So it turns out that it's not RiderOfGiraffes' site, my fault for being temperamental, and misunderstanding. I just tend to get pissed off at people not giving credit. I found the author's e-mail addresses if anyone wants to help set things right: acangiano at gmail dot com info at antoniocangiano dot com
    - RiderOfGiraffes 16y ago
      makmanalp says: > OP points out that you're not giving credit to the > original authors. I think it's pretty obvious what > you need to do. This is in the standard ethical > code of conduct. Give credit to the original authors > by maybe adding the author's name / website next to > the link. WTF? It's not my web page! It's not me who's not giving credit, it's not me who can change the page, it's not me who can do anything about it! > Your message comes off as if you had no idea what was > wrong with what you were doing, even though OP pointed > it out. And then you ask if it needs to be fixed. Are > you trolling or something? Jesus It wasn't me doing anything, I'm asking if we, who don't control the page, can do something to redress the balance. Check your facts. I have now submitted the link to the originals as an item in its own right: http://news.ycombinator.com/item?id=2346818 http://news.ycombinator.com/item?id=2346818 ================================ Edit: OK - email sent to the site owner.
RiderOfGiraffes 16y ago
I tried to submit this earlier, but submitted one of the links from inside the page, rather than the page itself - sorry.
mturmon 16y ago
There is a pretty large number of mistakes in the probability one. The covariance measures how "linearly related" two RVs are, not "how related". In the convolution formula for the sum of two RVs, you also need independence of the RVs for the convolution to be the valid approach. In the description about uncorrelated, there's a statement that "the reverse holds only for Gaussian RVs" which is not true, the word "only" needs to be taken out. (The sheet is trying to say the right thing on that one, it's just a language issue.) The N(0,1) is called a standard normal distribution, not just a normal distribution. The last equation on the sheet, for a vector normal distribution, forgets to invert the covariance matrix that appears in the exponential.

A lot of them are of Paul Lamar's, without accreditation. Annoying. They're available on his original site, minus the spam: http://tutorial.math.lamar.edu/cheat_table.aspx http://tutorial.math.lamar.edu/cheat_table.aspx

RiderOfGiraffes 16y ago
Interesting. Can you suggest anything we can do to try to redress the balance? Does it need to be "fixed"?
- makmanalp 16y ago
  OP points out that you're not giving credit to the original authors. I think it's pretty obvious what you need to do. This is in the standard ethical code of conduct. Give credit to the original authors by maybe adding the author's name / website next to the link. Your message comes off as if you had no idea what was wrong with what you were doing, even though OP pointed it out. And then you ask if it needs to be fixed. Are you trolling or something? Jesus. ============== Edit: So it turns out that it's not RiderOfGiraffes' site, my fault for being temperamental, and misunderstanding. I just tend to get pissed off at people not giving credit. I found the author's e-mail addresses if anyone wants to help set things right: acangiano at gmail dot com info at antoniocangiano dot com
  - RiderOfGiraffes 16y ago
    makmanalp says: > OP points out that you're not giving credit to the > original authors. I think it's pretty obvious what > you need to do. This is in the standard ethical > code of conduct. Give credit to the original authors > by maybe adding the author's name / website next to > the link. WTF? It's not my web page! It's not me who's not giving credit, it's not me who can change the page, it's not me who can do anything about it! > Your message comes off as if you had no idea what was > wrong with what you were doing, even though OP pointed > it out. And then you ask if it needs to be fixed. Are > you trolling or something? Jesus It wasn't me doing anything, I'm asking if we, who don't control the page, can do something to redress the balance. Check your facts. I have now submitted the link to the originals as an item in its own right: http://news.ycombinator.com/item?id=2346818 http://news.ycombinator.com/item?id=2346818 ================================ Edit: OK - email sent to the site owner.

RiderOfGiraffes 16y ago

I tried to submit this earlier, but submitted one of the links from inside the page, rather than the page itself - sorry.

mturmon 16y ago

There is a pretty large number of mistakes in the probability one. The covariance measures how "linearly related" two RVs are, not "how related". In the convolution formula for the sum of two RVs, you also need independence of the RVs for the convolution to be the valid approach. In the description about uncorrelated, there's a statement that "the reverse holds only for Gaussian RVs" which is not true, the word "only" needs to be taken out. (The sheet is trying to say the right thing on that one, it's just a language issue.) The N(0,1) is called a standard normal distribution, not just a normal distribution. The last equation on the sheet, for a vector normal distribution, forgets to invert the covariance matrix that appears in the exponential.