PDF-EE363Winter2008-09Lecture7EstimationGaussianrandomvectorsminimummean

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Gaussianrandomvectorsrandomvectorx2RnisGaussianifithasdensitypxv2ndetexp1 2vxvxforsome0x2RndenotedxNxx2RnisthemeanorexpectedvalueofxiexExZvpxvdv0i

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