Multivariate normal distribution
https://www.ccs.neu.edu/home/vip/teach/MLcourse/3_generative_mo…or to make it explicitly known that X is k-dimensional, with k-dimensional mean vector and k x k covariance matrix Definition A random vector x = (X1, …, Xk)' is said to have the multivariate normal distribution if it satisfies the following equivalent conditions.[1] Every linear combination of its components Y = a1X1 + … + akXk is normally distributed. . That is, for any constant v
Multiple Linear Regression Calculator
stats.blue › Stats_Suite › multiple_linearMultiple Linear Regression Calculator. Values of the response variable y y vary according to a normal distribution with standard deviation σ σ for any values of the explanatory variables x 1, x 2, …, x k. x 1, x 2, …, x k. The quantity σ σ is an unknown parameter. Repeated values of y y are independent of one another.