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多元正态分布

计算多元正态(高斯)分布,生成伪随机样本

函数

mvncdfMultivariate normal cumulative distribution function
mvnpdfMultivariate normal probability density function
mvnrndMultivariate normal random numbers

主题

Multivariate Normal Distribution

Learn about the multivariate normal distribution, a generalization of the univariate normal to two or more variables.