amv27 - Distribution for Sum of Random Vectors. Conditional Distribution is Multivariate Normal.

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Mention book ..most kindness

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Unfortunately, I don't follow a specific book. Many thanks for watching. Don't forget to subscribe and let others know about this channel.

[@jeanselee1755]

in equation of mu^star, element 9 in sigma_xx covariance matrix is 3 ?

[@statisticsmatt]

I think that is seems correct. The diagonal elements of sigma_xx are the 2nd and 4th diagonal elements of sigma. Many thanks for watching. Don't forget to subscribe and let others know about this channel.

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