multivariate normal distribution
Sign in to saveAlso known as multivariate Gaussian distribution, joint normal distribution
generalization of the one-dimensional normal distribution to higher dimensions
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- MultivariateNormal.png
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- described at URL
- doi.org/10.1016%2Fj.jmva.2008.07.006
via Wikidata · CC0
Connections
median
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resampling
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normal distribution
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correlation
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probability distribution
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statistical population
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mean
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norm
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linear regression
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affine transformation
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Pearson product-moment correlation coefficient
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multivariate probability distribution
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power of a test
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errors and residuals
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Fisher information
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estimator bias
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eigendecomposition of a matrix
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quantile function
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trend estimation
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Hotelling's T-squared distribution
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