作者com5566 (com5566)
看板Grad-ProbAsk
标题[理工][通讯数学]高斯性质的解释
时间Mon Oct 25 03:20:09 2010
如题，proakis的第56页
性质2 linear combinational of jointly Gaussian rvs are
themselves jointly Gaussian
性质3 the rvs in any subset of jointly Gaussian rvs are jointly Gaussian
and any subset of rvs conditioned on rvs in any other subset is also
jointly Gaussian
看不太懂什麽叫 themselves jointly Gaussian?
jointly Gaussian 的子集是指在一个 有 m个rvs 的向量取 n个这样?还是?
请高手帮忙解释一下，谢谢！
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※ 编辑: com5566 来自: 140.114.202.42 (10/25 03:20)
1F：推 wolf0000:性质2应该是在说结合高斯经过线性组合後，仍然是原本的 10/25 15:22
2F：→ wolf0000:结合高斯。 10/25 15:22
3F：→ doom8199:假设 x = [x1,x2,...,xn]^T 为 jointly Gaussian R.V. 10/25 21:19
4F：→ doom8199:～N(m,K) , 若 y=Ax+b , 则 y～N( Am+b, AK(A^T) ) 10/25 21:21