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    L3 Multivariate Normal Dist

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    Rosalia Wasonga
    The document discusses the multivariate normal distribution, which generalizes the concept of a normal distribution to multiple random variables. It defines the multivariate normal in terms of its probability density function involving a mean vector and covariance matrix. Examples are given of how to compute probabilities and densities for the multivariate normal.

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    L3 Multivariate Normal Dist

    Uploaded by

    Rosalia Wasonga
    13 views7 pages
    The document discusses the multivariate normal distribution, which generalizes the concept of a normal distribution to multiple random variables. It defines the multivariate normal in terms of its probability density function involving a mean vector and covariance matrix. Examples are given of how to compute probabilities and densities for the multivariate normal.

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    The document discusses the multivariate normal distribution, which generalizes the concept of a normal distribution to multiple random variables. It defines the multivariate normal in terms of its probability density function involving a mean vector and covariance matrix. Examples are given of how to compute probabilities and densities for the multivariate normal.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    13 views7 pages

    L3 Multivariate Normal Dist

    Uploaded by

    Rosalia Wasonga
    The document discusses the multivariate normal distribution, which generalizes the concept of a normal distribution to multiple random variables. It defines the multivariate normal in terms of its probability density function involving a mean vector and covariance matrix. Examples are given of how to compute probabilities and densities for the multivariate normal.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 7

    1/25/2023

    SMA 2437
    MULTIVARIATE METHODS

    Lecture 3
    Multivariate Normal Distribution

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    Multivariate Normal Distribution

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