Represents a multivariate normal distribution.
SystemObject Extreme.Statistics.DistributionsMultivariateContinuousDistribution Extreme.Statistics.DistributionsMultivariateNormalDistribution
Namespace:
Extreme.Statistics.Distributions
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
[SerializableAttribute]
public sealed class MultivariateNormalDistribution : MultivariateContinuousDistribution
<SerializableAttribute>
Public NotInheritable Class MultivariateNormalDistribution
Inherits MultivariateContinuousDistribution
[SerializableAttribute]
public ref class MultivariateNormalDistribution sealed : public MultivariateContinuousDistribution
[<SealedAttribute>]
[<SerializableAttribute>]
type MultivariateNormalDistribution =
class
inherit MultivariateContinuousDistribution
end
The MultivariateNormalDistribution type exposes the following members.
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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.
Reference