normal dist problem

Article View: aus.mathematics

Article #162

#162

From: Question
Date: Thu, 02 Nov 2006 19:13

12 lines
1324 bytes

Assume p(X) is NX(M,Sigma)

X = [x1; x2]
M= [m1; m2]
Sigma = [s1^2   rs1s2;   rs1s2   s2^2]

How can I show that

P(x1) = Nx1(m1,s1^2)     (a marginal density)

I think I should use marginal integral. But it contains an exp(x^2)
expression.

Technical Details

Message-ID: <1162494806.119156.118260@h48g2000cwc.googlegroups.com>

Path: arc1-ca.pugleaf.net!g2news2.google.com!postnews.google.com!h48g2000cwc.googlegroups.com!not-for-mail

Show Full Headers

Complete Article Headers

X-Google-Thread: 10d67e,a2cd5493314f3949,start
X-Google-Attributes: gid10d67e,public
X-Google-Language: ENGLISH,ASCII-7-bit
Path: arc1-ca.pugleaf.net!g2news2.google.com!postnews.google.com!h48g2000cwc.googlegroups.com!not-for-mail
From: "Question" <breceivemail@gmail.com>
Newsgroups: aus.mathematics
Subject: normal dist problem
Date: 2 Nov 2006 11:13:26 -0800
Organization: http://groups.google.com
Lines: 13
Message-ID: <1162494806.119156.118260@h48g2000cwc.googlegroups.com>
NNTP-Posting-Host: 80.191.66.19
Mime-Version: 1.0
Content-Type: text/plain; charset="iso-8859-1"
X-Trace: posting.google.com 1162494811 26950 127.0.0.1 (2 Nov 2006 19:13:31 GMT)
X-Complaints-To: groups-abuse@google.com
NNTP-Posting-Date: Thu, 2 Nov 2006 19:13:31 +0000 (UTC)
User-Agent: G2/1.0
X-HTTP-UserAgent: Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; .NET CLR 1.1.4322),gzip(gfe),gzip(gfe)
X-HTTP-Via: HICAP1.1
Complaints-To: groups-abuse@google.com
Injection-Info: h48g2000cwc.googlegroups.com; posting-host=80.191.66.19;
   posting-account=XyZMGg0AAAAzOVxHDyu6G8vXq0Hgtv8_