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A random variable or stochastic variable is a value that is subject to chance variation (i.e., randomness in a mathematical sense).
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What does it mean to generate a random variable from a distribution when random variable is ...
I am looking at a reference for sampling from a distribution, and the first step of the so-called algorithm states:http://www.columbia.edu/~ks20/4703-Sigman/4703-07-Notes-ARM.pdf
Generate a random v …
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Reference request: statement about jointly Gaussian RV
I found a theorem online https://people.eecs.berkeley.edu/~ananth/223Spr07/jointlygaussian.pdf
Is there a secondary reference for this theorem?