Lecture Notes
lecture4.pdf
Description:
This resource contains multivariate normal distribution, linear transformation of a normal random vector, Orthogonal transformation of an i.i.d. standard normal sample and multivariate CLT.
Resource Type:
Lecture Notes
pdf
102 kB
lecture4.pdf
Course Info
Instructor
Departments
As Taught In
Fall
2006
Level
Learning Resource Types
grading
Exams
notes
Lecture Notes
assignment
Problem Sets
