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Unit 5 Multivariate Analysis

The document discusses multivariate normal density and its properties. It explains that a multivariate normal distribution is defined by a mean vector and a covariance matrix. It also describes how the multivariate normal density function is defined using the mean, covariance matrix and constants. Additionally, it discusses the properties of multivariate normal distributions including that any linear combination of multivariate normal variables is also normally distributed.

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Sanghamitra Ojha
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507 views15 pages

Unit 5 Multivariate Analysis

The document discusses multivariate normal density and its properties. It explains that a multivariate normal distribution is defined by a mean vector and a covariance matrix. It also describes how the multivariate normal density function is defined using the mean, covariance matrix and constants. Additionally, it discusses the properties of multivariate normal distributions including that any linear combination of multivariate normal variables is also normally distributed.

Uploaded by

Sanghamitra Ojha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Unit-5 Multivariate analysis

Multivariate normal density (Anna University)

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lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])


lOMoARcPSD|29177540

Downloaded by Sanghamitra Ojha ([email protected])

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