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Subject:
Re: sum of correlated gaussians
From:
Dieter Vanderelst <[log in to unmask]>
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Date:
Tue, 9 Jun 2009 15:16:47 +0200
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Dear list, Thanks again to anybody who replied. To feed the solution back to the list for others' convenience, this page on wikipedia holds to the solution to my question: http://en.wikipedia.org/wiki/Variance (section 4.2). Regards, Dieter
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