The Gaussian joint variable theorem, also called the multivariate theorem, states that given an even number of variates from a normal distribution with means all 0,
(1)
|
etc. Given an odd number of variates,
(2)
| |||
(3)
|
etc.
The Gaussian joint variable theorem, also called the multivariate theorem, states that given an even number of variates from a normal distribution with means all 0,
(1)
|
etc. Given an odd number of variates,
(2)
| |||
(3)
|
etc.
Weisstein, Eric W. "Gaussian Joint Variable Theorem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/GaussianJointVariableTheorem.html