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 1Positive-definite matrixRelated: A positive-definite covariance matrix gives this distribution a nonsingular density.Sample mean and covarianceRelated: Its parameters are a mean vector and covariance matrix, often estimated from samples.