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?
Finding mean values, given the covariance matrix and some means
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statistics
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0No, there is no way to estimate the unknown means in general. – 2012-04-07
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1The 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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0I forgot to mention the fact that the variables are all normally distributed, but I guess that doesn't change much. – 2012-04-08