You are Here: Home >< Maths

# Multivariate Normal distribution Watch

1. https://www0.maths.ox.ac.uk/system/f.../24/sheet6.pdf

Question 5i).

So basically i have no idea how to start off. I tried calculating the probability density for X = (X1, X2)T , but the numbers do not work out nicely at all.

I have also found that E(Y) = 0 and Var(Y) = 172 (as 4*25 + 9*16 - 3*2*12), but don't know what to do with this.

pls help xx

Gregorius
2. (Original post by Gome44)
https://www0.maths.ox.ac.uk/system/f.../24/sheet6.pdf

Question 5i).

So basically i have no idea how to start off. I tried calculating the probability density for X = (X1, X2)T , but the numbers do not work out nicely at all.

I have also found that E(Y) = 0 and Var(Y) = 172 (as 4*25 + 9*16 - 3*2*12), but don't know what to do with this.

pls help xx

Gregorius
The big theorem here that helps you out is that if and are normally distributed, then so is . All you need to find out is the mean and the variance of Y and that uniquely specifies the distribution of Y.

You've found the mean of Y, but your calculation of the variance of Y is a bit off. Remember that

which gives you much nicer numbers!
3. (Original post by Gregorius)
The big theorem here that helps you out is that if and are normally distributed, then so is . All you need to find out is the mean and the variance of Y and that uniquely specifies the distribution of Y.

You've found the mean of Y, but your calculation of the variance of Y is a bit off. Remember that

which gives you much nicer numbers!
Argh i forgot the 2. Thanks
4. (Original post by Gome44)
Argh i forgot the 2. Thanks
It always happens that way...

TSR Support Team

We have a brilliant team of more than 60 Support Team members looking after discussions on The Student Room, helping to make it a fun, safe and useful place to hang out.

This forum is supported by:
Updated: May 15, 2016
Today on TSR

### Should I ask for his number?

Discussions on TSR

• Latest
• ## See more of what you like on The Student Room

You can personalise what you see on TSR. Tell us a little about yourself to get started.

• Poll
Useful resources

### Maths Forum posting guidelines

Not sure where to post? Read the updated guidelines here

### How to use LaTex

Writing equations the easy way

### Study habits of A* students

Top tips from students who have already aced their exams

## Groups associated with this forum:

View associated groups
Discussions on TSR

• Latest
• ## See more of what you like on The Student Room

You can personalise what you see on TSR. Tell us a little about yourself to get started.

• The Student Room, Get Revising and Marked by Teachers are trading names of The Student Room Group Ltd.

Register Number: 04666380 (England and Wales), VAT No. 806 8067 22 Registered Office: International House, Queens Road, Brighton, BN1 3XE