In statistics, especially in multivariate analysis, there are many applications in which multivariate normal distribution plays an important role, such as discriminant analysis, multivariate analysis ...

Joint models of longitudinal and time-to-event data have received a lot of attention in epidemiological and clinical research under a linear mixed-effects model with the normal assumption for a single ...

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

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 ...

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 ...

This work presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The assumptions are that the observations are ...

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.