Тotal probability formula for vector Gaussian distributions
The total probability formula for continuous random variables is the integral of product of two probability density functions that defines the unconditional probability density function from the conditional one. The need for calculation of such integrals arises in many applications, for instant, in...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
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Educational institution «Belarusian State University of Informatics and Radioelectronics»
2021-03-01
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| Series: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| Subjects: | |
| Online Access: | https://doklady.bsuir.by/jour/article/view/3035 |