The Multivariate Gaussian Probability Distribution

Peter Ahrendt

    Research output: Book/ReportReport

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    Abstract

    This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical calculations with the gaussian.
    Original languageEnglish
    Publication statusPublished - 2005

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