Rice: Created page with "A '''multivariate normal distribution''' is the normal distribution generalized into higher dimensions. == Definitions == The distribution is written as $\mathbf{x}\sim \mathcal{N} _k(\boldsymbol\mu,\, \boldsymbol\Sigma )$ , where mu is a k-vector mean and sigma is the covariance matrix. = Sources = * https://en.wikipedia.org/wiki/Multivariate_normal_distribution Category:Statistics"

2024-07-05T00:21:38Z

Created page with "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"

New page

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]]

Multivariate normal distribution - Revision history