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OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL

# MultinormalDistribution

As of Version 8, MultinormalDistribution is part of the built-in Wolfram Language kernel.

represents a multivariate normal (Gaussian) distribution with mean vector μ and covariance matrix Σ.

## DetailsDetails

• To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• The probability density for vector x in a multivariate normal distribution is proportional to .
• The mean μ can be any vector of real numbers, and Σ can be any symmetric positive definite p×p matrix with p=Length[μ].
• can be used with such functions as Mean, CDF, and RandomReal.

## ExamplesExamplesopen allclose all

### Basic Examples  (3)Basic Examples  (3)

The mean of a bivariate normal distribution with correlation ρ:

 Out[2]=

The variances of each dimension:

 Out[2]=

Probability density function:

 Out[2]=
 Out[3]=