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Report

The Multivariate Gaussian Probability Distribution

By Ahrendt, Peter1

From

Department of Informatics and Mathematical Modeling, Technical University of Denmark1

This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical calculations with the gaussian.

Language: English
Year: 2005
Types: Report
Keywords

gaussian gaussian integrals moments probability distribution

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Analysis