Multivariate normal distribution
Summary
The multivariate normal distribution is the extension of the normal distribution to random vectors in . A mean vector and a covariance matrix determine it. The node multivariate normal distribution gives the precise definition.
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10 pages build on this one.
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About this page
| Tag | 0XN3K7RSZY |
|---|---|
| URI | m2://0XN3K7RSZY |
| Aliases | multivariate-gaussian-distribution, joint-normal-distribution, gaussian-random-vector |
| Kind | concept |
| Writing | W1 stated |
| MSC | 62H05 |
| Specializes | Probability distribution |
| Same as |
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- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
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