theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...

matrix normal distribution or matrix Gaussian distribution is a probability distribution that is a generalization of the multivariate normal distribution to...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively...

logistic distributions). For other names, see Naming. The univariate probability distribution is generalized for vectors in the multivariate normal distribution...

modern, overlapping categorization of MVA includes: Normal and general multivariate models and distribution theory The study and measurement of relationships...

In statistics, the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization...

the normal-Wishart distribution (or Gaussian-Wishart distribution) is a multivariate four-parameter family of continuous probability distributions. It...

of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...

theory and statistics, the normal-inverse-Wishart distribution (or Gaussian-inverse-Wishart distribution) is a multivariate four-parameter family of continuous...

The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution...

Bayesian statistics, the Wishart distribution is the conjugate prior of the inverse covariance-matrix of a multivariate-normal random-vector. Suppose G is...

statistics, the normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability...

In probability and statistics, the truncated normal distribution is the probability distribution derived from that of a normally distributed random variable...

measurements, and follow a multivariate normal distribution. If the errors do not follow a multivariate normal distribution, generalized linear models...

Complex normal ratio distribution Directional statistics § Distribution of the mean (polar form) Normal distribution Multivariate normal distribution (a complex...

dependent variables whose linear combination follows a multivariate normal distribution, multivariate variance-covariance matrix homogeneity, and linear relationship...

}})} is a multivariate normal distribution, then Y i = exp ⁡ ( X i ) {\displaystyle Y_{i}=\exp(X_{i})} has a multivariate log-normal distribution. The exponential...

T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and is...

generalized normal distribution or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions on the...

joint distribution, as a particular multivariate distribution, may be expressed by a multivariate cumulative distribution function, or by a multivariate probability...

the binomial distribution. The multivariate normal distribution, a generalization of the normal distribution. The multivariate t-distribution, a generalization...

t-distribution shares the same relationship with the multivariate t-distribution that the matrix normal distribution shares with the multivariate normal...

)]^{2}}{I(\theta )}}} which proves the proposition. For the case of a d-variate normal distribution x ∼ N d ( μ ( θ ) , C ( θ ) ) {\displaystyle {\boldsymbol {x}}\sim...

then it naturally becomes singular. The FIM for a N-variate multivariate normal distribution, X ∼ N ( μ ( θ ) , Σ ( θ ) ) {\displaystyle \,X\sim N\left(\mu...

and statistics, the skew normal distribution is a continuous probability distribution that generalises the normal distribution to allow for non-zero skewness...

covariance matrix of a multivariate normal distribution. We say X {\displaystyle \mathbf {X} } follows an inverse Wishart distribution, denoted as X ∼ W −...

logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal...

the actual covariance matrix on the basis of a sample from the multivariate distribution. Simple cases, where observations are complete, can be dealt with...

continuous multivariate probability distributions parameterized by a vector α {\displaystyle {\boldsymbol {\alpha }}} of positive reals. It is a multivariate generalization...

showed that the chi-squared distribution arose from such a multivariate normal approximation to the multinomial distribution, taking careful account of...