GitHub

multivariate_normal should checks for positive definite covariance

multivariate_normal should checks for positive definite covariance #9257 Closed giampierosalvi opened on Sep 12, 2018 ...
GitHub

tulip/multivariate-normal-js

Draw random samples from a multivariate normal distribution. The multivariate normal, multinormal or Gaussian distribution is a generalization of the one-dimensional normal distribution to higher ...
Scientific Research Publishing

A Multivariate Student’s t-Distribution ()

A multivariate Student’s t-distribution is derived by analogy to the derivation of a multivariate normal (Gaussian) probability density function. This multivariate Student’s t-distribution can have ...
JSTOR Daily

A Two-Stage Test for the Mean of a Multivariate Normal Distribution with Known Covariance Matrix

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...
IEEE

Multivariate Metrics of Normal and Anomalous Network Behaviors

Abstract: Detecting network anomalies is a fundamental part of day to day operations for Internet Service Providers and enterprises to maintain the efficiency and reliability of computer networks.