
MML-09-03: Marginal & Conditional Distributions of Multivariate Gaussians
Extract Gaussian marginals and compute conditional means and covariances using covariance or precision blocks. Analyze Schur complements, residual independence, conditional-dependence structure, and Gaussian observation updates. Normal-law notation uses variance or covariance as its second parameter. 40 questions combining single-select and multiselect formats, with worked explanations and feedback for every choice. Prerequisites: QS 9.2. Cognitive range: Tier 3–4. The local authored sequence progresses from accessible checks to computations, modeling diagnostics, and derivation recognition within that range. Reference: [Mathematics for Machine Learning, Chapter 6](https://mml-book.github.io/book/mml-book.pdf).
Oct 31, 2026










