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Thread: Conditional distribution of 3 multivariate normal distribution vairables

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    Conditional distribution of 3 multivariate normal distribution vairables




    what is the conditional distribution of variable a, given that u know b and c, if a,b,c obey multivariate normal density?

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    Re: Conditional distribution of 3 multivariate normal distribution vairables

    I don't have emotions and sometimes that makes me very sad.

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    Re: Conditional distribution of 3 multivariate normal distribution vairables

    Wikipedia shows only the case of bivariate, im looking for the one with 3 variables.

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    Re: Conditional distribution of 3 multivariate normal distribution vairables


    You might want to take a gander at that page again. Above the bivariate it has it for the general case...
    I don't have emotions and sometimes that makes me very sad.

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