An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables (Q3150404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables |
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An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables (English)
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17 October 2002
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joint distribution
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correlated normal random variables
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Jacobian
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linear transformations
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