Inner product of random Gaussian vector

  • Thread starter architect
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  • #1
architect
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Hi,

I would like to ask a question please.

Assume we have a random vector [tex]X[/tex] that is distributed under the Gaussian model and take the inner product of this vector and another constant vector [tex]d[/tex]. Will the source distribution (Gaussian) remain the same? My intuition (although I might be wrong) says yes since the inner product may be regarded as a scaling operation. I know that this is true when we multiply a random variable with a constant, I just wonder if it applies to the inner product as well.

BR,

Alex.
 
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Answers and Replies

  • #2
SW VandeCarr
2,175
80
Hi,

I would like to ask a question please.

Assume we have a random vector [tex]X[/tex] that is distributed under the Gaussian model and take the inner product of this vector and another constant vector [tex]d[/tex]. Will the source distribution (Gaussian) remain the same? My intuition (although I might be wrong) says yes since the inner product may be regarded as a scaling operation. I know that this is true when we multiply a random variable with a constant, I just wonder if it applies to the inner product as well.

BR,

Alex.

By definition if a random vector x[tex]=x_1+x_2+....+x_n[/tex] has a multivariate normal distribution, then the inner product y=<a,x>, where a is a constant vector:

y[tex]=a_{1}x_{1}+a_{2}x_{2},+.....+a_{n}x_{n}[/tex] is normally distributed.
 
Last edited:
  • #3
architect
31
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Thanks for your help. Appreciated!

BR,

Alex
 

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