# Multivariate Normal Distribution

@article{Tong1989MultivariateND, title={Multivariate Normal Distribution}, author={Yung Liang Tong}, journal={The SAGE Encyclopedia of Research Design}, year={1989} }

In this chapter we generalize the normal distribution to the multivariate case. The multivariate normal or Gaussian distribution is one of the most important multivariate distributions encountered in applied probability. One of the reasons is that this distribution is fundamental in the definition of a normal or Gaussian random process. A random process is a time — varying random variable; i.e., a random waveform. The Gaussian random process arises in a multitude of applications, both because…

## 59 Citations

### Evaluating the cdf of the Skew Normal distribution

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Abstract
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