List of symbols
From: sitmo
Graphs from a very good source here
A note about bivariate normal distribution here
Then, how about Multivariate Normal Distribution ?
Friday, October 31, 2008
Bivariate Normal Distribution Graph
Bivariate Normal Probability Distribution
List of symbols
![[;P(x,y);]](http://thewe.net/tex/P%28x,y%29 "P(x,y)")
Bivariate normal probability distribution function
![[;\mu_x;]](http://thewe.net/tex/%5Cmu_x "\mu_x")
Mean of x
![[;\sigma_x;]](http://thewe.net/tex/%5Csigma_x "\sigma_x")
Standard deviation of x
![[;\mu_y;]](http://thewe.net/tex/%5Cmu_y "\mu_y")
Mean of y
![[;\sigma_y;]](http://thewe.net/tex/%5Csigma_y "\sigma_y")
Standard deviation of y
![[;\rho;]](http://thewe.net/tex/%5Crho "\rho")
Correlation between x and y
From: sitmo
Graphs from a very good source here
A note about bivariate normal distribution here
Then, how about Multivariate Normal Distribution ?
List of symbols
From: sitmo
Graphs from a very good source here
A note about bivariate normal distribution here
Then, how about Multivariate Normal Distribution ?
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are we missing a minus sign in the Exp(.) upstairs? good demos though.
ReplyDeletehi, can you please tell me the difference between the bivariate normal distribution and the multivariate normal distribution? and can you recommend a simple paper that explains simply the two?
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