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Sunday, March 17, 2019

Linear combination and sum of probability variable

I've been reading following book this weekend.
ガウス過程と機会学習
Then I was just wondering what the probability distribution of linear combination of probability variable looks like. The followings are the log I checked it by hand.

1. Linear combination of probability variable


2. Sum of probability variable

Posted by Hiroshi Urata at 9:37 PM 1 comment:
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Labels: Mathematics
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Hiroshi Urata is Data Scientist who works for IBM
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