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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the introduction to multivariate statistics, including random vectors, the Cramér-Wold device, properties of the multivariate normal distribution, and characteristic functions. It also discusses linear transformations, marginal distributions, and conditional distributions in the context of multivariate normality.