# Eleisha's Segment 21: Marginalize or Condition Uninteresting Parameters

** To Calculate: **

1. Consider a 2-dimensional multivariate normal distribution of the random variable with 2-vector mean and 2x2 matrix covariance . What is the distribution of given that has the particular value ? In particular, what is the mean and standard deviation of the conditional distribution of ? (Hint, either see Wikipedia "Multivariate normal distribution" for the general case, or else just work out this special case.)

2. Same, but marginalize over instead of conditioning on it.

**To Think About: **

1. Why should it be called the Fisher Information Matrix? What does it have to do with "information"?

2. Go read (e.g., in Wikipedia or elsewhere) about the "Cramer-Rao bound" and be prepared to explain what it is, and what it has to do with the Fisher Information Matrix.

**Back To: Eleisha Jackson **