Suppose that $A,B$ are random Euclidean vectors and $(A,B)$ follows a multivariate normal distribution $$\mathcal{N}\left(\begin{bmatrix}E\\ F\end{bmatrix}, \begin{bmatrix}P & Q\\ R & S\end{bmatrix}\right)$$ how can we find the conditional expectation $\mathbb{E}[A|b]$
2026-02-23 12:03:01.1771848181
How to find the conditional expectation $\mathbb{E}[A|b]$ of a multivariate normal pair $(A,B)\sim \mathcal{N}$?
19 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in CONDITIONAL-EXPECTATION
- Expectation involving bivariate standard normal distribution
- Show that $\mathbb{E}[Xg(Y)|Y] = g(Y) \mathbb{E}[X|Y]$
- How to prove that $E_P(\frac{dQ}{dP}|\mathcal{G})$ is not equal to $0$
- Inconsistent calculation for conditional expectation
- Obtaining expression for a conditional expectation
- $E\left(\xi\text{|}\xi\eta\right)$ with $\xi$ and $\eta$ iid random variables on $\left(\Omega, \mathscr{F}, P\right)$
- Martingale conditional expectation
- What is $\mathbb{E}[X\wedge Y|X]$, where $X,Y$ are independent and $\mathrm{Exp}(\lambda)$- distributed?
- $E[X|X>c]$ = $\frac{\phi(c)}{1-\Phi(c)}$ , given X is $N(0,1)$ , how to derive this?
- Simple example dependent variables but under some conditions independent
Related Questions in MULTINOMIAL-DISTRIBUTION
- Binomial-Multinomial Distribution
- normal Distribution of the Sum of independent Variables \ Using Z table
- Distributing balls into bins randomly
- If there are $k$ places and we have $m$ different numbers repeated $k_1, k_2, \dots, k_m$ times, then the number of ordered samples is ...
- $n$ blue letters and $n$ pink letters to place in $n$ envelopes
- Find $P[X-Y=1]$ given $X,Y \sim Bin(20, 1/5)$
- How could I compute probabilities over sums of multinomial samples?
- Multinomial Maximum Likelihood Estimation
- Is it possible to construct the joint distribution of multinomial distribution?
- Multinomial Distribution -- How to calculate percentiles?
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?