Starting from the general form of the joint Gaussian PDF in Equation (5.40), show that the resulting

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Starting from the general form of the joint Gaussian PDF in Equation (5.40), show that the resulting marginal PDFs are both Gaussian.
In Equation 5.40

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 19, 2015 11:59 PM

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Starting from the general form of the joint Gaussian PDF in Equation (5.40), show that the resulting

Question:

exp X,I 2( 1-Fr.)

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The marginal PDF of X can be found as follows To simplify notation let and ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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