Multivariate normal distribution - Wikipedia, the free encyclopedia

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چکیده

1 General case 1.1 Cumulative distribution function 1.2 A counterexample 1.3 Normally distributed and independent 2 Bivariate case 3 Affine transformation 4 Geometric interpretation 5 Correlations and independence 6 Higher moments 7 Conditional distributions 8 Fisher information matrix 9 Kullback-Leibler divergence 10 Estimation of parameters 11 Entropy 12 Multivariate normality tests 13 Drawing values from the distribution 14 References

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تاریخ انتشار 2008