- #1
EmmaSaunders1
- 45
- 0
Hello
I am having trouble deriving using block matrix notation the conditional pdf of two joint Gaussian vectors:
I assume that it just involves some re-arranging of eq 1 (attatched) but am unsure if taking the inverse of the resultant matrix in eq 1 is valid and if the order of multiplication holds.
Thoughts appreciated
I am having trouble deriving using block matrix notation the conditional pdf of two joint Gaussian vectors:
I assume that it just involves some re-arranging of eq 1 (attatched) but am unsure if taking the inverse of the resultant matrix in eq 1 is valid and if the order of multiplication holds.
Thoughts appreciated