b***k
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whatever1234 (哈哈) 于 (Sun Jun 22 01:54:24 2008) 提到:
Let X and Y be two gaussian random variables N(0, ) and N(0, ). X and
Y are correlated with a correlation .
What is the law of E (X − Y |2X + Y )
If we calculate the mean and variance of E(x-y|2x+y), it seems too tedious.
Any better ideas? 大牛
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bladehaze (^_^) 于 (Sun Jun 22 10:23:41 2008) 提到:
2 normal distribution with correlation, there is a formular |
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