The Multivariate Normal Distribution -- from Wolfram Library Archive

Title

The Multivariate Normal Distribution

Authors

Colin Rose

Organization:

Theoretical Research Institute

Murray D. Smith

Organization:

University of Sydney

Journal / Anthology

The Mathematica Journal

Year:

1996

Volume:

Issue:

Page range:

32-37

Description

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.

Subject

Mathematics > Probability and Statistics

URL

http://www.mathematica-journal.com/issue/v6i1/

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