Multivariate normal : non-zero mean
- To: mathgroup at smc.vnet.net
- Subject: [mg36182] Multivariate normal : non-zero mean
- From: j_m_1967 at hotmail.com (JM)
- Date: Mon, 26 Aug 2002 04:16:00 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Does anyone know if there are any publications that describe the integration of above? In particular I am working with a 4 gaussian process with joint pdf p(x1,y1,x2,y2) transformed to-> p(r1,r2,theta1,theta2), the processes have non-zero mean and I would like to integrate the joint pdf twice (over r1 and r2) and obtain an expression for the pdf of the phase angles between p(theta1,theta2). I could assume that the means are the same (to make life easier). Has anyone come accross this - it doesn't seem that unusual to me. I am asking because the integrals are becoming 'interesting'. thankyou for any tips.