Please check: Finding_Chi_Version1.mw
My end goal is to find the following three expressions:
chi_1 := collect(X_A,[nnu,nnu]);
chi_2 := collect(X_B,[nnu,nnu]);
chi_3 := collect(X_C,[nnu,nnu]);
I expect these three expressions to be linear combinations of random variables nu (nnu) and nu (nnu).
While calling solve(), I encounter this error:
Error, (in assuming) when calling 'SolveTools:-Engine:-Dispatch'. Received: 'badly formed input to solve: not fully algebraic'
What is exactly the issue here? If it can help you answer my doubt, that argmin expression I defined is composed by conditional means and variances which I computed as in here: conditional_distributions_Version1.mw
The two formulas I am trying to implement in Maple are conditional distribution of a multivariate normal distribution. Am I already doing any mistake in conditional_distributions_Version1.mw? An alternative interpretation of mine for these two formulas is: conditional_distributions_Version2.mw. Please check the light-blue-highlighted differences in the conditional variance calculation. This alternative interpretation leads to Finding_Chi_Version2.mw, which I also can't solve() (solver stuck in "evaluating") but at least I don't get the error mentioned above...
I am a bit lost to be honest: Is Finding_Chi_Version1 or Finding_Chi_Version2 the correct interpretation?