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.) |