Kalman-and-Bayesian-Filters-in-Python
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The product of Gaussians is not explained clearly in Chapter 3
In Chapter 3, you state multiple times that a product of two normally distributed random variables is normally distributed after normalization. This is confusing. A product of two PDFs of two normal distributions is a PDF of a normal distribution after normalization. The product of two normally distributed variables is a linear combination of two chi-squared-distributed random variables.
Please clarify the text, so that no one else needs to Google clarifications, all the while wondering if they forgot statistics.
@AlexKirko I think you can open a PR right? Isn't that the best way to propose a change?