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2 changes: 1 addition & 1 deletion lectures/multivariate_normal.md
Original file line number Diff line number Diff line change
Expand Up @@ -907,7 +907,7 @@ cε = C[n, :] * ε

# compute the sequence of μθ and Σθ conditional on y1, y2, ..., yk
μθ_hat_arr_C = np.array([np.sum(cε[:k+1]) for k in range(n)]) + μθ
Σθ_hat_arr_C = np.array([np.sum(C[n, i+1:n+1] ** 2) for i in range(n)])
Σθ_hat_arr_C = np.array([C[n, i+1:n+1] @ C[n, i+1:n+1] for i in range(n)])
```

To confirm that these formulas give the same answers that we computed
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