Could someone please advise me how to put the integral from + to - infinity notation used $ exp{-1/2(y-x)^2(A^-1) + x^2(B)^-1}dx Into the form k1 $ exp[-k2(x-k3)^2]dx using the fact that $exp(-1/2x^2)dx = 2pi^1/2(adsbygoogle = window.adsbygoogle || []).push({});

I have encountered this problem when trying to derive the conditional density function of p(x|y) where y = x + n, where y is a gaussian random variable and is the sum of two other random variables.

Help really appreciated with this - yhanks - - Ems x

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# Guassian pdf is sum of two other RV Integral evaluation -

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