multivariate normal distribution वाक्य
उदाहरण वाक्य
मोबाइल
- The multivariate normal distribution is a commonly encountered multivariate distribution.
- Hence the multivariate normal distribution is an example of the class of elliptical distributions.
- This distribution arises in multivariate statistics as a derivative of the multivariate normal distribution.
- Then, the multivariate normal distribution can be equivalently represented as a moment matrix:
- Gaussian processes can be seen as an infinite-dimensional generalization of multivariate normal distributions.
- These semantics render the partial sweeping operation a useful method for manipulating multivariate normal distributions.
- The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution.
- A random vector is said to have the multivariate normal distribution if it satisfies the following equivalent conditions.
- The Fisher information matrix for estimating the parameters of a multivariate normal distribution has a closed form expression.
- For large sample sizes, the central limit theorem says this distribution tends toward a certain multivariate normal distribution.
- This early work assumed that data-values within each of the two groups had a multivariate normal distribution.
- It has an additional skew parameter that allows for non-symmetric distributions, where the multivariate normal distribution is symmetric.
- The " z ij " must be sampled from a truncated multivariate normal distribution to preserve their rank ordering.
- It is true, however, that the joint cumulants of degree greater than two for any multivariate normal distribution are zero.
- It is constructed from a multivariate normal distribution over \ mathbb { R } ^ d by using the probability integral transform.
- Denotes the log-likelihood of x from a multivariate normal distribution with mean m and any positive definite covariance matrix C.
- The multivariate normal distribution is the special case in which g ( z ) = e ^ {-z / 2 }.
- When the columns of X \, are independently sampled from a multivariate normal distribution, then S \, has a Wishart distribution.
- In an evolution strategy, new candidate solutions are sampled according to a multivariate normal distribution in the \ mathbb { R } ^ n.
- But if a random vector has a multivariate normal distribution then any two or more of its components that are uncorrelated are pairwise independent are independent.
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