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Suppose we have 4 normally distributed variables X1, X2, X3 and X4. The covariance matrix and mean values of X1 and X2 are given. Is there a way to determine the mean values of variables X3 and X4?

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    No, there is no way to estimate the unknown means in general.2012-04-07
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    The covariances are based on the centered random variables X-E(X), hence they cannot *feel* the expectations E(X).2012-04-07
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    I forgot to mention the fact that the variables are all normally distributed, but I guess that doesn't change much.2012-04-08

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