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A p-variate multivariate normal distribution (also called a multinormal distribution) is a generalization of the bivariate normal distribution. The p-multivariate ...

A multivariate is a vector each of whose elements is a variate. The variates need not be independent, and if they are not, a correlation is said to exist between them. The ...

A multivariate normal distribution in three variables. It has probability density function (1) where (2) The standardized trivariate normal distribution takes unit variances ...

The bivariate normal distribution is the statistical distribution with probability density function P(x_1,x_2)=1/(2pisigma_1sigma_2sqrt(1-rho^2))exp[-z/(2(1-rho^2))], (1) ...

A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function ...

A continuous distribution in which the logarithm of a variable has a normal distribution. It is a general case of Gibrat's distribution, to which the log normal distribution ...

A standard normal distribution is a normal distribution with zero mean (mu=0) and unit variance (sigma^2=1), given by the probability density function and distribution ...

Amazingly, the distribution of a difference of two normally distributed variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively, is ...

Amazingly, the distribution of a sum of two normally distributed independent variates X and Y with means and variances (mu_x,sigma_x^2) and (mu_y,sigma_y^2), respectively is ...

The ratio X/Y of independent normally distributed variates with zero mean is distributed with a Cauchy distribution. This can be seen as follows. Let X and Y both have mean 0 ...