This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
 OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL

# MultinormalDistribution

As of Version 8, MultinormalDistribution is part of the built-in Mathematica kernel.
 represents a multivariate normal (Gaussian) distribution with mean vector and covariance matrix .
• The probability density for vector x in a multivariate normal distribution is proportional to .
• The mean can be any vector of real numbers, and can be any symmetric positive definite p×p matrix with p=Length[].
The mean of a bivariate normal distribution with correlation :
The variances of each dimension:
Probability density function:
Needs["MultivariateStatistics`"]
The mean of a bivariate normal distribution with correlation :
 Out[2]=

Needs["MultivariateStatistics`"]
The variances of each dimension:
 Out[2]=

Needs["MultivariateStatistics`"]
Probability density function:
 Out[2]=
 Out[3]=
 Scope   (3)
Generate a set of pseudorandom vectors that follow a trivariate normal distribution:
 Applications   (1)
Equal probability contours for a bivariate normal distribution:
The probability density function integrates to unity:
is not defined when is not a vector of real numbers:
is not defined when the dimensions of and are not consistent:
is not defined when is not symmetric and positive definite:
Substitution of invalid parameters into symbolic outputs gives results that are not meaningful: