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Math problem: Verify that if Σ. Σ Y = (Ya, Y6) ~ N(0 = (0a, 0b), E = Eba is a multivariate normal then the conditional distribution is given by Y, Ya ~ N(6, + EbaE (Ya – Oa), Ew – EbaEn Eab). 'aa

Math problem: Verify that if Σ. Σ Y = (Ya, Y6) ~ N(0 = (0a, 0b), E = Eba is a multivariate normal then the conditional distribution is given by Y, Ya ~ N(6, + EbaE (Ya – Oa), Ew – EbaEn Eab). 'aa

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 22E
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Math problem: Verify that if Eaa Eab Y- (, Υ) - N(θ- (θα, θ4 ), Σ Σ Σ is a multivariate normal then the conditional distribution is given by Y;|Ya ~ N(0, + EbaEzd (Ya – Oa), Ebb – EbaEnd Eab). - - 'aa
Transcribed Image Text:Math problem: Verify that if Eaa Eab Y- (, Υ) - N(θ- (θα, θ4 ), Σ Σ Σ is a multivariate normal then the conditional distribution is given by Y;|Ya ~ N(0, + EbaEzd (Ya – Oa), Ebb – EbaEnd Eab). - - 'aa
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