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Multivariate Normal Distribution

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

Statistics and Machine Learning Toolbox™ provides multiple functions with specified distribution parameters for working with the multivariate normal distribution. To learn about the multivariate normal (Gaussian) distribution, see Multivariate Normal Distribution.


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