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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 
.
Details
- 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 can be any vector of real numbers, and can be any symmetric positive definite p×p matrix with p=Length[].
can be used with such functions as Mean, CDF, and RandomReal.
