We address a more general version of a classic question in probability theory. Suppose X ∼ ${\bf N}_{{\bf p}}(\mu,\Sigma)$ (μ, Σ). What functions of X also have ...
This is a preview. Log in through your library . Abstract Let Y be a random variable defined by a polynomial p(W) of degree n in finitely many normally distributed variables. This paper studies which ...
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