Week 1.2: Random vectors, multivariate normal distributions Flashcards
1
Q
What is the marginal density of a variable which is multivariate normal? Parameters?
A
It is also normal with parameters mu_i and sigma^2_i.
2
Q
May different marginal pdf’s have the same joint pdf, or may different joint pdf’s have the same marginal pdf’s?
A
Different joint pdf’s may have the same marginal pdf’s.