In this lesson we discuss the multivariate normal distribution. We begin with a brief reminder of basic concepts in probability for random variables that are scalars and then generalize them for random variables that are vectors .
CITATION STYLE
Multivariate Normal Distribution. (2006). In Statistical Analysis of Management Data (pp. 9–27). Kluwer Academic Publishers. https://doi.org/10.1007/0-306-48165-0_2
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