Abstract
The joint PDF of a Gaussian vector\rm X ∈ N_n\left (̄\rm X, σ^ 2\right) with covariance matrix 3.1\rm M _X= E\left {\left (\rm X-\rm X\right)\left (\rm X-\rm X\right)^ t\right\} is given as …
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CITATION STYLE
APA
Fundamental Multidimensional Variables. (2007). In Probability Distributions Involving Gaussian Random Variables (pp. 17–23). Springer US. https://doi.org/10.1007/978-0-387-47694-0_4
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