The multivariate normal distribution is a multidimensional generalisation of the one-dimensional normal distribution . It represents the distribution of a ... ... <看更多>

As per @robert-dodier's suggestion, the MatrixNormal distribution becomes the multivariate normal at p = 1 . This is more verbose than if ... ... <看更多>

The multivariate normal, multinormal or Gaussian distribution is a generalization of the one-dimensional normal distribution to higher dimensions. Such a ... ... <看更多>

But, there's also a theorem that says all conditional distributions of a multivariate normal distribution are normal. Therefore, all that's left is to ... ... <看更多>