X^{(j+1)}_2\sim N(\rho x_1^{(j)}, 1-\rho^2)\\ X_1^{(j+1)}\sim N(\rho x_2^{(j+1)}, 1-\rho^2)
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  1. http://formula.s21g.com/?X%5E%7B(j+1)%7D_2%5Csim%20N(%5Cr...
  2. https://aaaazzzz036.hatenablog.com/entry/2013/05/11/01004...
  3. https://aaaazzzz036.hatenablog.com/entry/2013/05/11/01004...
  4. https://aaaazzzz036.hatenablog.com/entry/2013/05/11/01004...
  5. https://aaaazzzz036.hatenablog.com/