Math problem: Verify that ifEaa EabY- (, Υ) - N(θ- (θα, θ4 ), ΣΣ Σis a multivariate normal then the conditional distribution is given byY;|Ya ~ N(0, + EbaEzd (Ya – Oa), Ebb – EbaEnd Eab).--'aa

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Answered: Math problem: Verify that if Σ. Σ Y =…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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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