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About Multivariate Normal Distribution: Density of Normal Distribution Univariate Case: Normal Density
The document discusses the multivariate normal distribution. It defines the multivariate normal density, which generalizes the univariate normal density to multiple dimensions. The density depends on a mean vector and covariance matrix. Contour plots of the bivariate normal are ellipses. Properties discussed include that uncorrelated variables are independent if multivariate normal, and that linear combinations of multivariate normal variables are also multivariate normal.
Detailed Information
| Author: | ['DavidBolaños'] |
|---|---|
| Publication Year: | 2019 |
| Pages: | 5 |
| Language: | English |
| Format: | |
| Price: | FREE |
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