Multivariate Normal Distribution

Evaluate the multivariate normal (Gaussian) distribution, generate pseudorandom samples

Statistics and Machine Learning Toolbox™ provides multiple functions with specified distribution parameters for working with the multivariate normal distribution. To learn about the multivariate normal (Gaussian) distribution, see Multivariate Normal Distribution.

Functions

`mvncdf`	Multivariate normal cumulative distribution function
`mvnpdf`	Multivariate normal probability density function
`mvnrnd`	Multivariate normal random numbers

Topics

Multivariate Normal Distribution
Learn about the multivariate normal distribution, a generalization of the univariate normal to two or more variables.