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The normal, or Gaussian, distribution has a density function that is a symmetrical bell-shaped curve. It is one of the most important distributions in statistics. Use the [normality-assumption] tag for asking about testing for normality.
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Computing Highest Density Region given multivariate normal distribution with dimension $d$ > 3
Background:
Suppose I have a unimodal symmetric distribution of dimension $d$ > 3 such as the multivariate normal distribution ~ N(0, H), where H is a known $d$-dimensional covariance matrix.
Questi …