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The Multivariate Normal Distribution
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| Organization: | Theoretical Research Institute |
| Organization: | University of Sydney |
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The multivariate normal distribution is easy to implement in Mathematica. This article presents self-contained code which allows one to specify any multidimensional normal distribution. Its use is illustrated with examples and applications of the bivariate and trivariate normals. Random number generation is also covered.
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http://www.mathematica-journal.com/issue/v6i1/
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