Ramdom thoughts of a data scientist. Mainly Machine learning, Deep learning, Bayesian inference, Python, Linux...
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.
You were kind of lazy in this one :)
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