8 февр. 2022 г. · This means that the random variable (a,c)X+(b,d)Y must be multivariate normal, if we follow the definition of jointly normal of wikipedia.

30 нояб. 2020 г. · Linear combinations of jointly Gaussians (also known as multivariate Gaussians) are always Gaussian; however, X and Y are not jointly Gaussian.

5 июн. 2015 г. · Therefore, if X1 and X2 are jointly Gaussian, one can choose [a1a2]=wt1 and [b1b2]=wt2. Note that the elements of w1 and w2 can be non-zero in ...

24 авг. 2017 г. · Linear combinations of jointly Gaussian random variables are also jointly Gaussian. Independent Gaussians are jointly Gaussian, so (X,Y) ...

20 июн. 2021 г. · I know that 2 Jointly normal random variables are independent if their correlation coefficient is 0, but I'm wondering if there is any other way to determine a ...

15 мая 2017 г. · Using the above definition of the Gaussian distribution, it is easy to check that the vector (Xi)i∈S is Gaussian. Indeed, any linear combination ...

25 мая 2015 г. · If two different linear combinations of two random variables are Gaussian, can we deduct both of them are Gaussian. Mathematically, if we know ...

6 мар. 2019 г. · Given two random variables X,Y, suppose that we know that they are jointly Gaussian. Does the marginal distribution for X,Y have to be Gaussians?

6 мар. 2021 г. · Motivation: I want to reconcile two definitions of jointly Gaussian random variables. I believe a set of scalar Gaussian rvs {Xi} can be shown ...

10 янв. 2021 г. · For every linear combination of X and Y : μX+βY=(β+μA)Y+μAZ. And since Y and Z are independent, the linear combination follows a gaussian ...