Dens Gaussian

Dens_Gaussian(x, m, cv, I, J)

The probability density at «x» of a Gaussian(m, cv, I, J) distribution (also called a multivariate normal distribution). The point «x» should be indexed by «I». The parameter «m» specifies mean vector and the parameter «cv» covariance matrix.

Library

Distribution Densities.ana

See Also

• Variance
• Gaussian
• Normal
• Dens_Normal