Standard Article

Normal and Multinormal Distribution

Statistical Theory and Methods

  1. Marc Hallin1,2

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vnn098

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Hallin, M. 2013. Normal and Multinormal Distribution. Encyclopedia of Environmetrics. 4.

Author Information

  1. 1

    ECARES, Université libre de Bruxelles, Brussels, Belgium

  2. 2

    ORFE, Princeton University, Princeton, NJ, USA

Publication History

  1. Published Online: 15 JAN 2013

Abstract

We briefly summarize the definitions of univariate and multivariate normal distributions, along with some of their main properties.

Keywords:

  • normal distribution;
  • Gaussian distribution;
  • Laplace–Gauss distribution;
  • multinormal distribution;
  • Cramér–Wold device