multivariate normal distribution
(Q1149000)
generalization of the one-dimensional normal distribution to higher dimensions
generalization of the one-dimensional normal distribution to higher dimensions
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Current Data About
multivariate normal distribution
| (P18) |
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| (P279) |
(Q5365806)
(Q1333358) (Q4820795) |
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| (P973) |
https://doi.org/10.1016%2Fj.jmva.2008.07.006
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| (P1343) |
(Q111973641)
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| (P2534) |
f(\boldsymbol{x}) = (2 \pi)^{-n/2} (\det \boldsymbol{\Sigma})^{-1/2} \mathrm{e}^{-\frac{1}{2}(\boldsymbol{x} - \boldsymbol{\mu})^{\mathrm{T}} \boldsymbol{\Sigma}^{-1} (\boldsymbol{x} - \boldsymbol{\mu})}
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| (P5008) |
(Q6173448)
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| (P6104) |
(Q8487137)
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| (P7235) |
f(\boldsymbol{x})
\boldsymbol{\mu}
\boldsymbol{\Sigma}
\det \boldsymbol{A}
\boldsymbol{A}^{-1}
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| (P10731) |
x_i \in \mathbb{R}
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| (P10738) |
\boldsymbol{\mu}
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other details
| aliases |
multivariate Gaussian distribution joint normal distribution |
| description | generalization of the one-dimensional normal distribution to higher dimensions |
External Links
| (P227) |
4227589-1
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| (P646) |
/m/0d9xb
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| (P2812) |
MultivariateNormalDistribution
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| (P6366) |
177384507
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| (P6564) |
multivariate-normal-distribution
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| (P10283) |
C177384507
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| (P10565) |
18615
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