The Multivariate Normal Distribution
Part of the Statistics and Computing book series (SCO)
Matrices simplify computations involving the multivariate normal distribution.
KeywordsCovariance Matrix Column Vector Quadratic Function Sample Covariance Multivariate Normal Distribution
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
© Springer Science+Business Media, LLC 2010