Multivariate Normal Distribution

We extend the univariate normal distribution (as described in Normal Distribution) to the multivariate domain.


11 Responses to Multivariate Normal Distribution

  1. Tamas Banyasz says:

    Thank you for your work. It is a great help in my research work.
    You have the talent to build a bridge between professional statistician and common users.
    Have you ever considered publishing your work in a printed book? I would be happy to see that on my shelf.


    • Charles says:

      Thank you for your kind remarks. I try my best to make statistics accessible to everyone.
      I am planning to release an ebook shortly.

      • Romil says:


        Can you show us how to solve A generalization of Shapiro-Wilk for Multivariate Normality.. I recently conducting this study for my undergraduate thesis. my adviser wants me to solve this manually using excel. hope you can help me this one.

        Thank you.

  2. Lola says:

    If I am running bivariate parametric tests do both the interpendent and dependent variable need to be normally distributed or just the dependent variable?

  3. Estimado Dr. excuseme, si la matriz de datos no tienen distribución normal multivariante, podemos utilizar la caja de Cox Transformación?
    Y si esta transformación no tienen distribución normal multivariante, ¿cómo podría ser el trabajo con estos datos ?.
    Dear Dr. excuseme, if data matrix do not have Multivariate Distribution Normal, we can use Box Cox Transformation?
    And if this transformation do not have Multivariate Distribution Normal, how could be work with this data?.

Leave a Reply

Your email address will not be published. Required fields are marked *