Multivariate normale verdeling: verschil tussen versies

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pdf_image =|
cdf_image =|
parameters =<math>\mu = [(\mu_1, \dots, \mu_N]mu_n)</math> [[Reëel getal|reële]] [[vector]])<br/><math>\Sigma</math> [[positief definiet|positief definiete]] reële <math>N\times N</math> n×n-[[matrix]]|
support =<math>x \in\mathbb{R}^Nn\!</math>|
pdf =<math>\frac {{\mathrm e}^\left( {-\frac{1}{2} 12( x - \mu)^\top '\Sigma^{-1} (x - \mu)\right)} }{\sqrt{(2\pi)^{N/2}n \left|\Sigma\right|^{1/2}}</math>|
cdf =|
mean =<math>\mu</math>|
kurtosis =0|
entropy =|
mgf =<math>\exp\left( \mu^\top' t + \fracbegin{1matrix}\frac 12\end{2matrix} t^\top' \Sigma t\right)</math>|
char =<math>\exp\left( i \mu^\top' t - \fracbegin{1matrix}\frac 12\end{2matrix} t^\top' \Sigma t\right)</math>|
}}
 
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