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ESRM 6453 Applied Multivariate Statistics > Ch4: The Multivariate Normal Distribution > Flashcards

Ch4: The Multivariate Normal Distribution Flashcards

1
Q

Np ( μ, Σ)

A

Multivariate Normal Density: y bold is distributed

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2
Q

|Σ|

A

Generalized population variance

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ESRM 6453 Applied Multivariate Statistics (6 decks)

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