- #1
tennishaha
- 21
- 0
The attached equation is from
http://en.wikipedia.org/wiki/Multivariate_normal_distribution
can anyone show me why the conditional variance is equal to (1-rou^2)* variance of y
thanks
http://en.wikipedia.org/wiki/Multivariate_normal_distribution
can anyone show me why the conditional variance is equal to (1-rou^2)* variance of y
thanks