Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A

DOI10.1093/biomet/50.3-4.535zbMath0117.37202OpenAlexW2096419081MaRDI QIDQ5728020

George Marsaglia

Publication date: 1963

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/50.3-4.535

zbMATH Keywords

statistics

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