.. _book_fig_chapter3_fig_robust_pca:


Bivariate Gaussian: Robust Parameter Estimation
-----------------------------------------------
Figure 3.23.

An example of computing the components of a bivariate Gaussian using a sample
with 1000 data values (points), with two levels of contamination. The core of
the distribution is a bivariate Gaussian with
:math:`(\mu_x, \mu_y, \sigma_1, \sigma_2, \alpha) = (10, 10, 2, 1, 45^\odot)`
The "contaminating" subsample contributes 5% (left) and 15% (right) of points
centered on the same :math:`(\mu_x, \mu_y)`,
and with :math:`\sigma_1 = \sigma_2 = 5`.
Ellipses show the 1- and 3-sigma contours. The solid lines correspond to the
input distribution. The thin dotted lines show the nonrobust estimate, and the
dashed lines show the robust estimate of the best-fit distribution parameters
(see Section 3.5.3 for details).



.. image:: ../images/chapter3/fig_robust_pca_1.png
    :scale: 100
    :align: center


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