Multivariate normale verdeling: verschil tussen versies

k
Linkfix ivm sjabloonnaamgeving / parameterfix
k (Linkfix ivm sjabloonnaamgeving / parameterfix)
{{Infobox kansverdeling
| namenaam =Multivariate normaal
| type =Kansdichtheid
| pdf_imageafb_pdf =
| cdf_imageafb_cdf =
| parameters =<math>\mu = (\mu_1, \dots, \mu_n)</math> [[Reëel getal|reële]] [[vector (wiskunde)|vector]])<br /><math>\Sigma</math> [[positief definiet|positief definiete]] reële n×n-[[matrix (wiskunde)|matrix]]
| supportdrager =<math>x \in\mathbb{R}^n\!</math>
| pdf =<math>\frac{{\mathrm e}^{-\frac 12(x-\mu)'\Sigma^{-1}(x-\mu)}}{\sqrt{(2\pi)^n |\Sigma}}</math>
| cdf =
| meanverwachting =<math>\mu</math>
| medianmediaan =<math>\mu</math>
| modemodus =<math>\mu</math>
| variancevariantie =<math>\Sigma</math>
| skewnessscheefheid =0
| kurtosis =0
| entropyentropie =
| mgf =<math>\exp\left( \mu' t + \begin{matrix}\frac 12\end{matrix} t' \Sigma t\right)</math>
| charkarakter =<math>\exp\left( i \mu' t - \begin{matrix}\frac 12\end{matrix} t' \Sigma t\right)</math>
}}