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Multivariate normal distribution
8 Geometric interpretation 9Estimation of parameters 10 Bayesian inference 11 Multivariate normality tests 12 Drawing values from the distribution 13 See also 14 References 14.1 Literature Notation and parametrization The multivariate normal distribution of a k-dimensional random vector x = [X1, X2, …, Xk] can be written in the following ...
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