| 1. | The multivariate normal distribution is a commonly encountered multivariate distribution.
|
| 2. | Hence the multivariate normal distribution is an example of the class of elliptical distributions.
|
| 3. | This distribution arises in multivariate statistics as a derivative of the multivariate normal distribution.
|
| 4. | Then, the multivariate normal distribution can be equivalently represented as a moment matrix:
|
| 5. | Gaussian processes can be seen as an infinite-dimensional generalization of multivariate normal distributions.
|
| 6. | These semantics render the partial sweeping operation a useful method for manipulating multivariate normal distributions.
|
| 7. | The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution.
|
| 8. | A random vector is said to have the multivariate normal distribution if it satisfies the following equivalent conditions.
|
| 9. | The Fisher information matrix for estimating the parameters of a multivariate normal distribution has a closed form expression.
|
| 10. | For large sample sizes, the central limit theorem says this distribution tends toward a certain multivariate normal distribution.
|