Multivariate
Returns the variance of the distribution.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The variance-covariance matrix of the distribution.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public abstract Matrix<double> GetVarianceCovarianceMatrix()Return Value
Matrix<Double>The variance-covariance matrix of the distribution.
Remarks
The population variance or variance of a distribution is a non-negative number that indicates how widely spread the values of the random variable are around the population mean.