Technical Note on Manipulating Multivariate Gaussian Distributions

Authors

John C. Macdonald

Keywords

multivariate gaussians

Abstract

In this technical note we present some derivations treating conditional, marginal, and joint distributions for Gaussian random vectors.

BYU ScholarsArchive Citation

Macdonald, John C., "Technical Note on Manipulating Multivariate Gaussian Distributions" (2012). Student Works. 113.
https://scholarsarchive.byu.edu/studentpub/113

Document Type

Report

Publication Date

2012-09-14

Permanent URL

http://hdl.lib.byu.edu/1877/2938

Language

English

College

Ira A. Fulton College of Engineering and Technology

Department

Electrical and Computer Engineering

University Standing at Time of Publication

Graduate Student

Copyright Status

© 2012 John C. Macdonald

Copyright Use Information

http://lib.byu.edu/about/copyright/