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updated webassembly notebook
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_posts/2024-11-18-Conditioning_joint_gaussian_on_sum.md

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@@ -12,7 +12,7 @@ Let $X$ be a jointly Gaussian (j-g) random vector with mean $\mu\in\mathbf{R}^n$
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Because $S$ is a linear transform of j-g randon variables, $S$ is also itself Gaussian. As in the [prior post]({{ "/conditional_distribution_for_jointly_gaussian_random_vectors/" | absolute_url}}), we will exploit the unique property of Gaussians that uncorrelated variables are also independent.
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There is a Marimo notebook ([app](https://marimo.io/p/@gismo/notebook-mf27rb), [editable code](https://marimo.app/#code/JYWwDg9gTgLgBCAhlUEBQaD6mDmBTAOzykRjwBNMB3YGACzgF44AiABgDoBODgRi4C05PADcAzCzSIwYJgmSoOAQRkAKAJQY0AAWlgOAYzwAbY2mEAzONlUgI6gFxo4LuFACuBTACN3MGBAEcnYc7sAcvv6BqsaI3iaMLERUcOSkiCyargjumADOxsDCUMEQoeEFRcSqAgBMADRwDXCcvI2x8caJIO4sjSKIxu54jGxZrnn5hcWl5RyVxTXNza3tcQkseX1wA0MjY86uIXR5MIgGANaqANoeXpEBBI09U1VQjZMLxAC64y5QeBg7igQReX3ebk8Pj8jw+r2KWl0MkMJjMlmsmFUBDAjTu0KiBEch3+UIegWJcAAxHB8EQSGQ4Ig4AAFADKABE4AYIAMUIgCEZ5DAUAAPClIYXAEWs4AALzwcl4bApAFk5NiOCQCOQICBNfzyLZSKKZfLnsapaa8H84AAhdX6HUwVQqxoqjjC-l5SB5PAadRwADULT4cAAVHANXgAJ5+iUmuXWinUgyDAzuWIMkQUzAQB0cQJ4PJGyXSxM2kRyVT27TWexwAD0cFUuY4ABU4LWa3WbSm0xnSAqlBSlPmY3GLWX5QGBJH9BA-NURI0NYXi-HLeWbQCgSC4EpGra3ebS1b+oi9CjTOY8FYbEe4GBjDAPgQ8kTsnk3xw6HhSEgwGrRoDAAxIn0QPIkEyCknxgD1aGMP0WGgYAcGAAhBi5HkFH5QUNxFaDslgjgcAMCwNApHdgQIC9kSMa90RsA87UaWDX3fJxsltTBkjkUcu07fd2wpL88h-P8YAA6seLwKhgNAlhwMgjIbWImAEKQ9wwDSMhyCw3lgFwhV8MI1xiNI8jt0Bajm245J6k0DAkX0ei0VvDEgLtGS5LnVjnw-Mzn3mMgQCxR1DJwat1DWTpEhQtCMOMUyXGI048FCjVyAi6Tkmi+QoAuYgLBAGBEgImKNi0nSKGSx8gvUmBENUFgssQHBAkGPI4AgKxuREQy+QFYyLSMLZVKCxDaUNca4IsijsiokFaJc1EbzvTFmPws8EAgZ5cnBFccTgT5pmIfoApcal0O9PADHgKrBz0kA-wIDg4FoY66AXYw9LydwQDgAJuu8X0oBEChjvFXJeOYE63g4XZhnDHYg33QTbH206oARwYkYjVciHXScrXUG0QhEU5ziua4NT+0KXlyvbvN+SjrL3DHvIc5arzc9awr8l8dguqkuV-S5AboUgUeALqmTyUAnzwEVGnCPA3oIQIBCIHBSGAcHGSCOmuqB3gYKCtLQpEGb4Mav0LBYZdjv+xgAG9af+1QrYcDhagsABfWrzLI+bXEWminMvVy1o85i2OOt9hdE8T-2kVRmJA6QwNiZTA6CuarN3cOdEj1bGI2w6BeFvBUN2Rpq5wcGDHzQpEpwDh67oNPrYt1R692a389Zwu4D7wY65r27uajsuNE41wFegeAkBQOxGS6uwKQX2BI3+sBozXudN-ARfjr-bxoCCCD47yI-IG3iUnwgRrgG8Dg98f+Ar9goebLsCu6sFqJLQwB1oYWetgJgzAWDYCQOhbALA54uEvHcCiQA)) accompanying this post that allows you to play with some relevent numerical experiments. It runs in your browser, so feel free to edit and play around!
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There is a Marimo notebook ([app](https://marimo.io/p/@gismo/notebook-mf27rb), [editable code](https://marimo.app/#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-nsdb7c7pEdSklSgHtfrkfHDqLAmr0T0ZCgqhEq09Q5HDajE9jBKJJLgSirHG6YRmO0ZHEyUSsgkSR4CkaTAXAYDqDAGIENYwpXNY6EcHQeCkEgYAzqsMSEeYyGINYSB9FcyEwJmtCmKoLDQMAODAAQJzarqCgGkan6mjR+R0Z4MSGAWkq-sSBCQSycQwRyaSAfGqx0WhGE5FccaYB0cinlum4AeukrYdYuH4TAhEzjpeBUCRZEsBRVG9LGIkwIx+YsLoYDdGQ5DcXqwB8Y6AlCXkIk4GJElXFJ-7WR0yyhBgzLRPJ7JwZyxHxjZdl3qpKGYcJKFPGQIDckmQU4DOwSfLs5isexnHqGFSHFeCeBlZ65CVfFtk1fIUBuMQhggDA5gAMK8IJ2wcXBo0TbwAgCH8OzfN5vkUC1bkecx3WIDggQnNYcAQCkOoiEF+qGiFkZxL8rnFaYcpBg99GReJP6EtJsmpWysHwVyiHaQleWtTAhV5JgAKrFDeAxAOoxNTgHB4GxdDVZKIntWVUMnLV3wNRxJwtbj6gwyIcMI0T6jI6jODo8DfWY21pUrtDA1DVAI1jSwk3TXAiNzTzk1LStXx7F5PmHuQW3FVo1htkxFgQDgsv0e5MBKwAomxhAAmcx2nQFvHXcaKB3WrHBPYQL3M29UWfX+MnJVBaX-ZlykCeBZIMsQr68mD9IUkcEPSnAHE5nD8DrdLCD4QQHDh-A1h0Ho6j+dYuggHA5QnU4eZQBTGcWkMunMJidzEBw+uOlWU6lvpy4ohS1cnGclZ3oORAfpe0aFi2CBTCI4KQtCMKepnZUoh0-XT7ZuJ2yVHXpOSldQK3gId2+3ejo2174xLhNNZb2MrzlB-mDHfl-Egg3DfNvNTSts3cwtouvVbeDPdFRXqzthgsBAPHf4UdoDWAxFnE6KQr4UDjgaOQABvCeWcz4zyyBwRYhgAC+lt3o-3xF9OKc87JJQiK7P6ikuQ8nyqhf4odWx4ShDnOgpB-jh2OsqawoBkJ4FNKsWoeBE4OAIAIIgOBSDAApkqUkk9jq514IvU+IgP4ayYgAl81ws6MCQdESez5sgYOwbgh2klCHOzIXJChGUlI0PUqHUy5kCLSFUMpUi0hyKaGcpbVRnlXSXgAsYj6pinY-WgulAGLj-Y0NDnTdmsTKbME9IjE4tM0YuI-qfWJJwVE7RYDrOUNdDYpCUIE-BBQzFwCyWTSpbEKYxFCW7ShBZNL5G4dAeAt9UBKmOhkSUbTYDVizmALQ3S7x9PAO064+EXD-kotcdC4zIADMtMhRwownAcGGas+Acy6LBOkoPKJgd5nWDCMAAGnEgHYCYMwFg2AkAcWwCwFpeQoLwgkkAA)) accompanying this post that allows you to play with some relevent numerical experiments. It runs in your browser, so feel free to edit and play around!
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### The Formula
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