conditional multivariate normal distribution
- From: jstar <reichl_joe@xxxxxxxxxxx>
- Date: Mon, 22 Oct 2007 07:14:44 EDT
Hi all
First of all, I am new here but I am not new to statistics. But I need your help on this one:
I do have a multivariate normal distribution: x~p(mu,sig)
the vector x has to groups of variables, those that I know are below zero (x_bz), and those that I know are above zero (x_az).
I am interested in the conditional distribution of the x above zero: p(x_az|x_bz<0). Can someone help me derive this distribution or is this a known distribution I was to stupid to find?
thanks for all input, J
.
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