The probability distribution of X = [X1, X2, ..., X,]' is given by the joint PDF f (x) = (27)¯P/2 e-a'e -p/2 1+||x;e- , x E RP. i=1 Show that any proper subset of X1, X2, ... , X, consists of mutually independent random variables which have a joint distribution that is multivariate normal, but X itself is not multivariate normal and the components of X are not independent.
The probability distribution of X = [X1, X2, ..., X,]' is given by the joint PDF f (x) = (27)¯P/2 e-a'e -p/2 1+||x;e- , x E RP. i=1 Show that any proper subset of X1, X2, ... , X, consists of mutually independent random variables which have a joint distribution that is multivariate normal, but X itself is not multivariate normal and the components of X are not independent.
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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