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Bivariate Normal Distribution

Bivariate Normal Distribution

Bivariate Normal Distribution:

Bivariate normal distribution describes the joint probability distribution of two variables, say X and Y, that both obey the normal distribution. The bivariate normal is completely specified by 5 parameters:


mx, my are the mean values of variables X and Y, respectively;


sx, sy are the standard deviation s of variables X and Y;


rxy is the correlation coefficient between X and y.


An essential feature of the bivariate normal distribution is that zero correlation (r=0) necessarily means that X and Y are independent random variables .

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Courses Using This Term

Multivariate Statistics
This course will teach you key multivariate procedures such as multivariate analysis of variance (MANOVA), principal components, factor analysis, and classification.
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