This is an experimental webpage for Khan-Academy-style video highlights of select recitations. Answers to some popular questions from recitations or from office hours may appear here as well.
Warning: The material here is a bit informal, will be posted with slight delay, and is not meant to replace recitations.
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TA Office Hours: Gaussian random vectors - marginal and block independence
For multivariate Gaussian x: x_1 indep. of x_2 and x_1 indep. of x_3 implies that x_1 indep. of (x_2, x_3)