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I was reading a book about repeated measures analysis, but I really couldn't drill enough into the concept behind the math equations. In the book, it says like this:

enter image description here

What I can't understand is the distribution for y. You know when we talked about normal distribution for a random variable X, we defined it X ~N ( µ, σ2). But here I really don't know how to interpret vector V in normal distribution. I mean if the shape for normal distribution is as follows then what will the shape be for normal distribution with a vector V within it.

enter image description here

And at the end if you have come up with a better explanation for concept behind GEE, I would be really thankful to share it here.

Thanx

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This distribution is an extension of the univariate normal distribution called multivariate normal distribution with parameters $\boldsymbol{\mu}$ and $\boldsymbol{\Sigma}$. I guess everything you need to know about it can be found on the Wikipedia page (or at least this is a good starting point).

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