13 From Wikipedia A random variate is a particular outcome of a random variable. If I understand correctly, a random variable is a measurable mapping, and a random variate is just a member …

Mar 9, 2020 · It does, actually. If you understand how to generate the random variates using the other methods, then the straightforward algorithm that you have posted tells you exactly how …

Mar 31, 2021 · Combining two covariance matrices -- Multiplying two multi-variate Gaussian PDFs Ask Question Asked 4 years, 7 months ago Modified 4 years, 7 months ago

I'm a bit stumped by the exponential family representation of a multi-variate Gaussian distribution. Basically, the exponential form is a generic form for a large class of probability distributions...

Dec 2, 2021 · When there is only one control variate, the Linear Least Squares approach reduces to the closed form formula you showed. It is also possible, though less commonly used, for …

Mar 15, 2020 · One definition of a multivariate normal vector $X$ is that any linear combination $t^\top X$ is univariate normal. Using MGF of univariate normal the calculation can ...

Apr 15, 2021 · Tail Probabilities of Multi-Variate Normal Ask Question Asked 4 years, 6 months ago Modified 4 years, 6 months ago

Mar 5, 2015 · How can I formally prove that the sum of two independent binomial variables X and Y with same parameter p is also a binomial ?

Jan 12, 2021 · I have a question regarding the syntax for multivariate functions and corresponding definitions. My understanding so far is a function accepts a single argument and this can …

May 30, 2017 · According to Wikipedia, a random variate is a particular outcome of a random variable, whereas a realization is the observed value of a random variable. However, it's not …