RE: n-dimensional normal (Gaussian) distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg35806] RE: [mg35799] n-dimensional normal (Gaussian) distribution
- From: "Ingolf Dahl" <f9aid at fy.chalmers.se>
- Date: Fri, 2 Aug 2002 02:41:28 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
See the standard package Statistics`MultinormalDistribution` and the MultinormalDistribution. See also http://mathworld.wolfram.com/GaussianMultivariateDistribution.html and http://mathworld.wolfram.com/GaussianBivariateDistribution.html Ingolf Dahl Chalmers University Sweden -----Original Message----- From: Etienne [mailto:esamc at nrcan.gc.ca] To: mathgroup at smc.vnet.net Subject: [mg35806] [mg35799] n-dimensional normal (Gaussian) distribution Is there a Mathematica function or package that generates random vectors according to a n-dimensional normal distribution ? Thanks in advance, Etienne