Let X and Y be jointly Gaussian, i.e. 1 Pxx(2,3)= 2O XOY* Show that X is...

 

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Let X and Y be jointly Gaussian, i.e. 1 Pxx(2,3)= 2πO XOY* Show that X is a Gaussian random variable with mean m, and variance o 89 i.e. show that e 1 √250² √2TO'X Pxy (y) = - -mx)³² p(x-mx)(y-m₁₂) (y-m₂.)² 20² 20 Ay 20 e 00-mx. Let X and Y be jointly Gaussian, i.e. 1 Pxx(2,3)= 2πO XOY* Show that X is a Gaussian random variable with mean m, and variance o 89 i.e. show that e 1 √250² √2TO'X Pxy (y) = - -mx)³² p(x-mx)(y-m₁₂) (y-m₂.)² 20² 20 Ay 20 e 00-mx.

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The marginal distribution of the random varible X is given ... View the full answer