Let B be a rotation matrix, X be a standard normal r.vec., and Y = BX. What

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Let B be a rotation matrix, X be a standard normal r.vec., and Y = BX. What is the distribution of |Y|²?

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:02 AM

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Let B be a rotation matrix, X be a standard normal r.vec., and Y = BX. What

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Probability And Stochastic Modeling

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