View source for Multivariate normal distribution

A '''multivariate normal distribution''' is the [[normal distribution]] generalized into higher dimensions.

== Definitions ==
The distribution is written as <math>\mathbf{x}\sim \mathcal{N} _k(\boldsymbol\mu,\, \boldsymbol\Sigma )</math>, where mu is a k-vector mean and sigma is the [[covariance]] matrix.

= Sources =

* https://en.wikipedia.org/wiki/Multivariate_normal_distribution

[[Category:Statistics]]