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Peter Ahrendt

The Multivariate Gaussian Probability Distribution

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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
PublisherDanmarks Tekniske Universitet
Publication statusPublished - 2005
Externally publishedYes

    Research areas

  • gaussian, gaussian integrals, probability distribution, moments

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