Assuming we have a multivariate normal distribution Y∼N(μ,Σ) with known μ,Σ, then, how to compute the expectation for this multivariate gaussian, is that exactly equals to μ? Thanks.
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Assuming we have a multivariate normal distribution Y∼N(μ,Σ) with known μ,Σ, then, how to compute the expectation for this multivariate gaussian, is that exactly equals to μ? Thanks.