MultivariateNormalDistribution Class

Members See Also

Represents a multivariate normal distribution.

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
[SerializableAttribute] public sealed class MultivariateNormalDistribution : MultivariateContinuousDistribution

Visual Basic (Declaration)
<SerializableAttribute> _ Public NotInheritable Class MultivariateNormalDistribution _ Inherits MultivariateContinuousDistribution

Visual C++
[SerializableAttribute] public ref class MultivariateNormalDistribution sealed : public MultivariateContinuousDistribution

F#
[<SealedAttribute>] [<SerializableAttribute>] type MultivariateNormalDistribution = class inherit MultivariateContinuousDistribution end

Remarks

The multivariate normal distribution is a generalization of the normal distribution. The mean of the multivariate distribution is a vector. The multivariate equivalent of the variance is the variance-covariance matrix, which must be positive semi-definite.

Inheritance Hierarchy

System..::..Object
Extreme.Statistics.Distributions..::..MultivariateContinuousDistribution
Extreme.Statistics.Distributions..::..MultivariateNormalDistribution