Multivariate Normal Distribution

Evaluate the multivariate normal (Gaussian) distribution, generate pseudorandom samples

Functions

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

Topics

Multivariate Normal Distribution

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