This early work assumed that data-values within each of the two groups had a multivariate normal distribution.
12.
It has an additional skew parameter that allows for non-symmetric distributions, where the multivariate normal distribution is symmetric.
13.
The " z ij " must be sampled from a truncated multivariate normal distribution to preserve their rank ordering.
14.
It is true, however, that the joint cumulants of degree greater than two for any multivariate normal distribution are zero.
15.
It is constructed from a multivariate normal distribution over \ mathbb { R } ^ d by using the probability integral transform.
16.
Denotes the log-likelihood of x from a multivariate normal distribution with mean m and any positive definite covariance matrix C.
17.
The multivariate normal distribution is the special case in which g ( z ) = e ^ {-z / 2 }.
18.
When the columns of X \, are independently sampled from a multivariate normal distribution, then S \, has a Wishart distribution.
19.
In an evolution strategy, new candidate solutions are sampled according to a multivariate normal distribution in the \ mathbb { R } ^ n.
20.
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.
