Multivariate Normal Distribution.Create Standard Method
Represents the standard MultivariateNormalDistribution.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static MultivariateNormalDistribution CreateStandard(
int order
)
Parameters
- order Int32
Return Value
MultivariateNormalDistributionRemarks
The standard normal distribution has its mean at the origin and an identity matrix as the variance-covariance matrix.