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I trying to reduce the dimension of a Multivariate distribution by using a partial observation.
For example, I would like to obtain a Univariate normal distribution from a two dimensions Multivariate normal distribution by giving a observation value of one of the dimensions.
How to do it?
The text was updated successfully, but these errors were encountered:
I trying to reduce the dimension of a Multivariate distribution by using a partial observation.
For example, I would like to obtain a Univariate normal distribution from a two dimensions Multivariate normal distribution by giving a observation value of one of the dimensions.
How to do it?
The text was updated successfully, but these errors were encountered: