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MultivariateNormalDistribution Properties |
The MultivariateNormalDistribution type exposes the following members.
| Name | Description | |
|---|---|---|
| Covariance |
Gets the variance-covariance matrix
Σ (sigma) for the Gaussian distribution.
(Overrides MultivariateContinuousDistributionCovariance.) | |
| Dimension |
Gets the number of variables for this distribution.
(Inherited from MultivariateContinuousDistribution.) | |
| Mean |
Gets the Mean vector μ (mu) for
the Gaussian distribution.
(Overrides MultivariateContinuousDistributionMean.) | |
| Median |
Gets the median for this distribution.
(Inherited from MultivariateContinuousDistribution.) | |
| Mode |
Gets the mode for this distribution.
(Inherited from MultivariateContinuousDistribution.) | |
| Variance |
Gets the Variance vector diag(Σ), the diagonal of
the sigma matrix, for the Gaussian distribution.
(Overrides MultivariateContinuousDistributionVariance.) |