C3_W1_Theoretical discussion

Hi,

I’m curious to understand better why for the anomaly detection algorithm the variables independence is not relevant?

Just to clarify I’m referring to this formula:

Thanks in advance,

João

Hello @Joao_Neto, welcome to our community!

Theoretically speaking, variable independence is assumed! Andrew also talked about this in his video for “Anomaly detection algorithm” in C3 W1.

Raymond