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

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

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

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

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

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

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

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

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

}})} 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...

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

{\displaystyle {\boldsymbol {X}}\in \mathbb {R} ^{n}} that follows a multivariate normal distribution N n ( μ , Σ ) {\displaystyle {\mathcal {N}}_{n}({\boldsymbol...

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

probability space, the multivariate or joint probability distribution for X , Y , … {\displaystyle X,Y,\ldots } is a probability distribution that gives the probability...

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...

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

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

)]^{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...

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

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

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...

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

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

inference, is the relative entropy between a diagonal multivariate normal, and a standard normal distribution (with zero mean and unit variance): D KL ( N (...

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

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

those random variables has a multivariate normal distribution. The distribution of a Gaussian process is the joint distribution of all those (infinitely many)...

and probability theory sometimes develop misconceptions about the normal distribution, ideas that may seem plausible but are mathematically untrue. For...

increases, the sample proportions will approximately follow a multivariate normal distribution, thanks to the multidimensional central limit theorem (and...

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