Ch4: The Multivariate Normal Distribution Flashcards
(2 cards)
1
Q
Np ( μ, Σ)
A
Multivariate Normal Density: y bold is distributed
2
Q
|Σ|
A
Generalized population variance
Np ( μ, Σ)
Multivariate Normal Density: y bold is distributed
|Σ|
Generalized population variance