Lecture

Multivariate Normal Distribution

In course

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Description

This lecture covers the multivariate normal distribution, including the definition, properties, and applications. It explains how to find the mean vector and covariance matrix, the moment-generating function, and the characteristic function. The lecture also delves into the Cartesian product of sets, combinatorics, and linear combinations of normal variables.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_a1hismzf

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

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