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.

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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.

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