Normal and Multinormal Distribution
Statistical Theory and Methods
Published Online: 15 JAN 2013
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Hallin, M. 2013. Normal and Multinormal Distribution. Encyclopedia of Environmetrics. 4.
- Published Online: 15 JAN 2013
We briefly summarize the definitions of univariate and multivariate normal distributions, along with some of their main properties.
- normal distribution;
- Gaussian distribution;
- Laplace–Gauss distribution;
- multinormal distribution;
- Cramér–Wold device