Timeline for constant matrix times Multivariate Gaussian distribution?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 28, 2019 at 14:10 | comment | added | whuber♦ | There are myriad ways to establish this: see our list of characterizations of Gaussian distributions for some ideas. | |
| Jun 28, 2019 at 11:53 | answer | added | gunes | timeline score: 2 | |
| Jun 28, 2019 at 9:57 | comment | added | sp59b2 | An easy way to prove this is by using characteristic functions, see e.g. math.stackexchange.com/questions/605816/… | |
| Jun 28, 2019 at 9:17 | comment | added | Sahil Chadha | @Gue : I know how to find both mean and co variance of the new distribution, but how can I show that new distribution will also be gaussian | |
| Jun 28, 2019 at 8:20 | review | First posts | |||
| Jun 28, 2019 at 11:05 | |||||
| Jun 28, 2019 at 8:15 | history | asked | Sahil Chadha | CC BY-SA 4.0 |