5 Amazing Tips Multivariate Normal Distribution
455
Formally:
X
N
(
,
)
there exist
R
k
,
A
R
k
such that
X
=
A
Z
and
n
=
1
,
,
l
:
Z
n
N
(
0
,
1
)
,
i. .
455
Formally:
X
N
(
,
)
there exist
R
k
,
A
R
k
such that
X
=
A
Z
and
n
=
1
,
,
l
:
Z
n
N
(
0
,
1
)
,
i. .