Pillai "Linear Combinations of Jointly Gaussian Random Variables"
Linear combinations of jointly Gaussian random variables are shown to retain the jointly Gaussian property. Two such linear combinations can be adjusted to make them uncorrelated and hence independent.
Видео Pillai "Linear Combinations of Jointly Gaussian Random Variables" канала Probability, Stochastic Processes - Videos
Видео Pillai "Linear Combinations of Jointly Gaussian Random Variables" канала Probability, Stochastic Processes - Videos
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19 марта 2015 г. 3:37:31
00:27:24
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