- #1
lequan
- 6
- 0
X (n by 1) follows a multivariate normal distribution, i.e.,
X ~ N(mu, Sigma). mu is n by 1, Sigma is n by n.
What is
E(X|X_{sub}=A)?
where the index 'sub' (m by 1) is a subset of {1,2,..,n}, A is m by 1, 1 <= m < n.
X ~ N(mu, Sigma). mu is n by 1, Sigma is n by n.
What is
E(X|X_{sub}=A)?
where the index 'sub' (m by 1) is a subset of {1,2,..,n}, A is m by 1, 1 <= m < n.