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• 00:21, 5 July 2024 Rice talk contribs created page Multivariate normal distribution (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") Tag: Visual edit