---
tag: 0XN3K7RSZY
kind: concept
name: Multivariate normal distribution
aliases: [multivariate-gaussian-distribution, joint-normal-distribution, gaussian-random-vector]
msc: [62H05]
sources:
  - url: https://en.wikipedia.org/wiki/Multivariate_normal_distribution
    locator: lead section
same_as:
  wikidata: Q1149000
  wikipedia: Multivariate normal distribution
---

## Summary

The multivariate normal distribution is the extension of the normal distribution to random vectors in $\mathbb{R}^k$. A mean vector and a covariance matrix determine it.
The node [[multivariate normal distribution|0G558GJQMW]] gives the precise definition.