English

On the regular conditional distribution of a multivariate Normal given a linear transformation

Statistics Theory 2017-10-27 v2 Statistics Theory

Abstract

We show that the orthogonal projection operator onto the range of the adjoint of a linear operator T can be represented as UT, where U is an invertible linear operator. Using this representation we obtain a decomposition of a multivariate Normal random variable Y as the sum of a linear transformation of Y that is independent of TY and an affine transformation of TY. We then use this decomposition to prove that the regular conditional distribution of a multivariate Normal random variable Y given a linear transformation TY is again a multivariate Normal distribution. This result is equivalent to the well-known result that given a k-dimensional component of a n-dimensional multivariate Normal random variable, where k < n, the regular conditional distribution of the remaining (n - k)-dimensional component is a (n - k)-dimensional multivariate Normal distribution.

Keywords

Cite

@article{arxiv.1612.01210,
  title  = {On the regular conditional distribution of a multivariate Normal given a linear transformation},
  author = {Rajeshwari Majumdar and Suman Majumdar},
  journal= {arXiv preprint arXiv:1612.01210},
  year   = {2017}
}

Comments

After this paper was uploaded in December 2016, we made substantial progress on the problem of approximating the conditional distribution given a continuously differentiable transformation. That has triggered a change in the perspective we had about this paper. As such, we are replacing it with arXiv:1710.09285

R2 v1 2026-06-22T17:13:08.498Z