MultivariateNormalDistribution.CreateStandard Method

Represents the standard MultivariateNormalDistribution.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public static MultivariateNormalDistribution CreateStandard(
	int order
)

Parameters

order  Int32
 

Return Value

MultivariateNormalDistribution

Remarks

The standard normal distribution has its mean at the origin and an identity matrix as the variance-covariance matrix.

See Also