x********o
发帖数: 519 | 1 x,y~N(0,1), independent, what is E(x|x+y=1), what about variance?
any thought? | k****e
发帖数: 647 | 2 conditional normal distribution
reference: http://en.wikipedia.org/wiki/Multivariate_normal_distribution
I've sent you the message.
Still we can link the conditional expression to regression, geometry (
projection) and etc.
【在 x********o 的大作中提到】
: x,y~N(0,1), independent, what is E(x|x+y=1), what about variance?
: any thought?
| k****e
发帖数: 647 | 3 One more stuff,
the conditional variance is related to the topic of variance reduction
if you think about control variate method
【在 x********o 的大作中提到】
: x,y~N(0,1), independent, what is E(x|x+y=1), what about variance?
: any thought?
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