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- (Wikipedia, 2009) ⇒ http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Bivariate_case
- In probability theory and statistics, a multivariate normal distribution, sometimes also called a multivariate Gaussian distribution, is a generalization of the one-dimensional normal distribution (also called a Gaussian distribution) to higher dimensions. It is also closely related to matrix normal distribution.
- In the 2-dimensional nonsingular case, the probability density function(with mean (0,0)) is …