=+33.8. 29.12 1 Suppose that (X1, X2) has the centered normal distribution-has in the plane the distribution
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=+33.8. 29.12 1 Suppose that (X1, X2) has the centered normal distribution-has in the plane the distribution with density (29.10). Express the quadratic form in the exponential as integrate out the x2 and show that f(x1,x2)
1 -
exp 12 TT T where T = (22 - Of20 ;, . Describe the conditional distribution of X2 given X1.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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