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04/24/12 05:14am

Hey, I am having a hard time working with sums of random variables using TransformedDistribution;

More specifically, having specified two separate vectors of random variables, with two separate means vectors and variance/Covariance matrices, I would like to add up the vectors of random variables, and get the variance of that sum.

I attached my (very concise) notebook below, maybe someone can help?

Attachment: Complextransformed.nb, URL: ,
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