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Reduce the dimension of a Multivariate distribution by using a partial observation. #1836

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caxelrud opened this issue Feb 14, 2024 · 1 comment

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@caxelrud
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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?

@caxelrud
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In other words, obtain the conditional distribution.

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