How can I avoid the bad box
\documentclass[12pt]{article}
\usepackage{amsmath}
\usepackage{bm}
\usepackage{bigdelim}
\usepackage{multirow}
\begin{document}
\begin{eqnarray*}
\bm{y} =
\begin{matrix}
\ldelim[{2}{0.1cm}& \bm{y}_{1}\ \rdelim]{2}{0.1cm}& n_1\\
& \bm{y}_{2}\ & n_2\\
\end{matrix}
,\bm{\mu} =
\begin{matrix}
\ldelim[{2}{0.1cm}& \bm{\mu}_{1}\ \rdelim]{2}{0.1cm}&n_1\\
& \bm{\mu}_{2}\ & n_2\\
\end{matrix}
\end{eqnarray*}
\begin{eqnarray*}
\Sigma =
\begin{matrix}
\ldelim[{2}{0.1cm}& \Sigma_{11} & \Sigma_{12}\ \rdelim]{2}{0.1cm}&n_1\\
& \Sigma_{21} & \Sigma_{22}\ & n_2\\
&n_1 & n_2 &\\
\end{matrix}
\end{eqnarray*}
\end{document}
%---------------------------------------------------------------
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Overfull \hbox (4.68791pt too wide) in paragraph at lines 17--17
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Or I can also use align*
\begin{align*}
\bm{y} =
\begin{matrix}
\ldelim[{2}{0.1cm}& \bm{y}_{1}\ \rdelim]{2}{0.1cm}&n_1\\
& \bm{y}_{2}\ & n_2\\
\end{matrix}
\quad, \bm{\mu} =
\begin{matrix}
\ldelim[{2}{0.1cm}& \bm{\mu}_{1}\ \rdelim]{2}{0.1cm}&n_1\\
& \bm{\mu}_{2}\ & n_2\\
\end{matrix}
\end{align*}
\begin{align*}
\Sigma =
\begin{matrix}
\ldelim[{2}{0.1cm}& \Sigma_{11} & \Sigma_{12}\ \rdelim]{2}{0.1cm}&n_1\\
& \Sigma_{21} & \Sigma_{22}\ & n_2\\
&n_1 & n_2 &\\
\end{matrix}
\end{align*}
However, the problems will be doubled.
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eqnarrayfor whatsoever reason. – egreg Jan 17 '17 at 18:06