MultinormalDistribution[, ]
represents a multivariate normal (Gaussian) distribution with mean vector and covariance matrix .


  • The probability density for vector in a multivariate normal distribution is proportional to .
  • The mean can be any vector of real numbers, and can be any symmetric positive definite × matrix with p=Length[].
  • MultinormalDistribution can be used with such functions as Mean, CDF, and RandomVariate.
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