Lecture

Multivariate Statistics: Normal Distribution

Description

This lecture introduces the multivariate normal distribution, defined by mean vector and covariance matrix. Properties include zero correlation implying independence, ellipsoidal contours, and linear transformations preserving normality. The lecture covers density-based definitions, properties, and sampling methods.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_bf3pd7te

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

Mathematics

Algebra: Linear algebra

Probability theory: Topics in probability theory

Logic

Classical logic: First-order logic

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