Dtjytyk

What is it called when someone votes for an option that's not their first choice?

Why would five hundred and five same as one?

"Marked down as someone wanting to sell shares." What does that mean?

Showing mass murder in a kid's book

Do people actually use the word "kaputt" in conversation?

Why does the frost depth increase when the surface temperature warms up?

Connection Between Knot Theory and Number Theory

Asserting that Atheism and Theism are both faith based positions

What (if any) is the reason to buy in small local stores?

Make a Bowl of Alphabet Soup

Why didn’t Eve recognize the little cockroach as a living organism?

Can a Knock spell open the door to Mordenkainen's Magnificent Mansion?

What should be the ideal length of sentences in a blog post for ease of reading?

Why do Radio Buttons not fill the entire outer circle?

Do native speakers use "ultima" and "proxima" frequently in spoken English?

Air travel with refrigerated insulin

Offset in split text content

Weird lines in Microsoft Word

Should I warn a new PhD Student?

Highest stage count that are used one right after the other?

Calculate Pi using Monte Carlo

Friend wants my recommendation but I don't want to give it to him

Unfrosted light bulb

Sort with assumptions

Conditional Multivariate Normal (beyond the bivariate case) [duplicate]

Conditional distributions of the multivariate normalConditional distributions of the multivariate normalBivariate normal distribution: showing that linear combinations of joint Gaussians are GaussianFinding conditional distribution in multinormal caseLimit of conditional distributionSum of two dependent normally distributed variablesScaling of probability for multivariate normal.Conditional distribution and correlation in multivariate normal distribution.Conditional expectation of multivariate normal distribution with inequality conditionExpectation of the product of three normal variablesvariance of conditional multivariate gaussian

1

0

$begingroup$

This question already has an answer here:

• 
  Conditional distributions of the multivariate normal
  
  1 answer
  
  

so I need to obtain the conditional distribution of a multivariate normal. However, I can only find it for the bivariate case:

$$(x_1|x_2=a) sim N(bar{mu}, bar{Sigma})$$
$$bar{mu}= mu_1 + Sigma_{12}Sigma_{22}^{-1}(a-mu_2)$$
$$bar{Sigma}= Sigma_{11}-Sigma_{12}Sigma_{22}^{-1}Sigma_{21}$$

Here is the example given in more depth.

However, how would these formulas look like if I would have 3 or 4 variables instead of 2?

Edit:
I would like the conditional for $(x_1| x_2=a,x_3=b)$ given I have mulitvariate distribution with 3 variables.

probability normal-distribution

share|cite|improve this question

edited Mar 12 at 15:46

Tim

asked Mar 12 at 15:34

TimTim

113

$endgroup$

marked as duplicate by leonbloy, Lee David Chung Lin, Eevee Trainer, Shailesh, Alex Provost Mar 13 at 3:06

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

add a comment | 

1

0

$begingroup$

This question already has an answer here:

• 
  Conditional distributions of the multivariate normal
  
  1 answer
  
  

so I need to obtain the conditional distribution of a multivariate normal. However, I can only find it for the bivariate case:

$$(x_1|x_2=a) sim N(bar{mu}, bar{Sigma})$$
$$bar{mu}= mu_1 + Sigma_{12}Sigma_{22}^{-1}(a-mu_2)$$
$$bar{Sigma}= Sigma_{11}-Sigma_{12}Sigma_{22}^{-1}Sigma_{21}$$

Here is the example given in more depth.

However, how would these formulas look like if I would have 3 or 4 variables instead of 2?

Edit:
I would like the conditional for $(x_1| x_2=a,x_3=b)$ given I have mulitvariate distribution with 3 variables.

probability normal-distribution

share|cite|improve this question

edited Mar 12 at 15:46

Tim

asked Mar 12 at 15:34

TimTim

113

$endgroup$

marked as duplicate by leonbloy, Lee David Chung Lin, Eevee Trainer, Shailesh, Alex Provost Mar 13 at 3:06

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

add a comment | 

$begingroup$

This question already has an answer here:

• 
  Conditional distributions of the multivariate normal
  
  1 answer
  
  

so I need to obtain the conditional distribution of a multivariate normal. However, I can only find it for the bivariate case:

$$(x_1|x_2=a) sim N(bar{mu}, bar{Sigma})$$
$$bar{mu}= mu_1 + Sigma_{12}Sigma_{22}^{-1}(a-mu_2)$$
$$bar{Sigma}= Sigma_{11}-Sigma_{12}Sigma_{22}^{-1}Sigma_{21}$$

Here is the example given in more depth.

However, how would these formulas look like if I would have 3 or 4 variables instead of 2?

Edit:
I would like the conditional for $(x_1| x_2=a,x_3=b)$ given I have mulitvariate distribution with 3 variables.

probability normal-distribution

share|cite|improve this question

edited Mar 12 at 15:46

Tim

asked Mar 12 at 15:34

TimTim

113

$endgroup$

share|cite|improve this question

edited Mar 12 at 15:46

Tim

asked Mar 12 at 15:34

TimTim

113

share|cite|improve this question

edited Mar 12 at 15:46

Tim

asked Mar 12 at 15:34

TimTim

113

asked Mar 12 at 15:34

TimTim

113

asked Mar 12 at 15:34

TimTim

113

1 Answer
1

active

oldest

votes

0

$begingroup$

so the question was already answered and I just had issues with my Linear Algebra.

Here is the link:

https://stats.stackexchange.com/questions/239317/find-conditional-expectation-from-a-3-dimensional-random-vector?rq=1

share|cite|improve this answer

answered Mar 12 at 15:51

TimTim

113

$endgroup$

add a comment | 

0

$begingroup$

so the question was already answered and I just had issues with my Linear Algebra.

Here is the link:

https://stats.stackexchange.com/questions/239317/find-conditional-expectation-from-a-3-dimensional-random-vector?rq=1

share|cite|improve this answer

answered Mar 12 at 15:51

TimTim

113

$endgroup$

add a comment | 

0

$begingroup$

so the question was already answered and I just had issues with my Linear Algebra.

Here is the link:

https://stats.stackexchange.com/questions/239317/find-conditional-expectation-from-a-3-dimensional-random-vector?rq=1

share|cite|improve this answer

answered Mar 12 at 15:51

TimTim

113

$endgroup$

add a comment | 

$begingroup$

so the question was already answered and I just had issues with my Linear Algebra.

Here is the link:

https://stats.stackexchange.com/questions/239317/find-conditional-expectation-from-a-3-dimensional-random-vector?rq=1

share|cite|improve this answer

answered Mar 12 at 15:51

TimTim

113

$endgroup$

share|cite|improve this answer

answered Mar 12 at 15:51

TimTim

113

answered Mar 12 at 15:51

TimTim

113

answered Mar 12 at 15:51

TimTim

113