OurBigBook
About
$
Donate
Sign in
Sign up
Linear image of a multivariate normal vector
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Multivariate normal distribution
Created
2026-09-24
Updated
2026-09-24
0
Like
0 By others
on same topic
0 Discussions
Create my own version
If
X
∼
N
(
μ
,
Σ
)
and
A
and
c
are deterministic, then
A
X
+
c
∼
N
(
A
μ
+
c
,
A
Σ
A
T
)
.
(1)
In particular,
a
T
X
is normal with
mean
a
T
μ
and
variance
a
T
Σ
a
.
Ancestors
(5)
Multivariate normal distribution
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(9)
Past exam of the mathematics course of the University of Cambridge
/
2002
/
iii
/
Paper 39
/
1
/
ii
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2004
/
iii
/
Paper 43
/
1
/
i
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2004
/
iii
/
Paper 43
/
5
/
ii
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2006
/
iii
/
Paper 46
/
1
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2009
/
iii
/
Paper 34
/
1
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2012
/
iii
/
Paper 37
/
1
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2016
/
iii
/
Paper 206
/
2
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2018
/
iii
/
Paper 205
/
4
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
ii
/
Paper 1
/
30K
/
d
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version