Geometry of the Gauss-Markov Theorem

We have already described as a plane. In the following sections, we explain the significance of the sphere and the cylinder. The sphere represents the variance-covariance matrix of y. The cylinder helps to illustrate a nonorthogonal projection of the variance sphere onto .

• Spherical Distributions and Variance Spheres
• Projections of the Variance Sphere and Variance Ellipsoids