Each y[i] is a 64 element vector each entry of which is subject to iid homoskedastic normal noise. I have a list of 30k such y[i] bundled into the vector y. So shouldn’t each y[i] be multivariate normal then?
Each y[i] is a 64 element vector each entry of which is subject to iid homoskedastic normal noise. I have a list of 30k such y[i] bundled into the vector y. So shouldn’t each y[i] be multivariate normal then?