KnowraMultivariate normal distributionLinked fromLinked fromThe 6 pages that link to Multivariate normal distribution, each with the reason it gives.All 6Broader topic 3Related 2Narrower topic 1Probability distributionBroader topic: It models dependent vectors of measurements through means and covariance.Gaussian processBroader topic: Every finite set of Gaussian-process values follows this distribution.Positive-definite matrixRelated: A positive-definite covariance matrix gives this distribution a nonsingular density.Random vectorBroader topic: It is a central model for random vectors described by a mean and covariance matrix.Cochran's theoremNarrower topic: Normality supplies the distributional structure that makes the theorem’s independence and chi-squared conclusions possible.Sample mean and covarianceRelated: Its parameters are a mean vector and covariance matrix, often estimated from samples.