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The multivariate normal distribution, is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. (Also called, multivariate Gaussian)

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I understand the arithmetic derivation of the PDF of a conditional distribution of a multivariate Gaussian, as explained here, for example. Does anyone know of a more conceptual (perhaps, co-ordinate …
asked Jul 14 '15 by benjaminwilson