a question about multivariate Gaussian# EE - 电子工程
s*y
1 楼
Assume x is a random Gaussian variable, i.e. x~ N(0, sigma^2),
Let Y=(x x)' be a two-dimensional random vector.
The question is whether Y has a multivariate Gaussian
distribution or not?
Let Y=(x x)' be a two-dimensional random vector.
The question is whether Y has a multivariate Gaussian
distribution or not?