Multivariate Gaussian distribution
The general multivariate normal distribution can be conceptualized as the distribution of a random variable which is a linear transformation of a another random variable having a standard multivariate normal distribution.
Standard multivariate Gaussian/normal distribution
Let \( (\Omega, \mathrm{F}, \mathbb{P}) \) be a probability space. Let \( X : \Omega \to \mathbb{R}^K \) be a continuous random vector. \( X \) is said to have a standard multivariate normal distribution iff its joint probability density function is:
As a vector of random variables
\( X \) can be considered to be a vector of independent random variables, each having a standard normal distribution. The proof of this formulation on the reverse side.
General multivariate
The general multivariate normal distribution is best understood as being the distribution that results from applying a linear transformation to a random variable having a multivariate standard normal distribution.
General multivariate normal distribution
Let \( (\Omega, \mathrm{F}, \mathbb{P}) \) be a probability space, and let \( Z : \Omega \to \mathrm{R}^K \) be a random vector with a multivariate standard normal distribution. The let \( X = \mu + \Sigma Z \) be another random vector. \( X \) has a distribution \( f_X : \mathbb{R}^K \to \mathbb{R} \) which is a transformed version of \( Z \)'s distribution, \( f_Z : \mathbb{R}^K \to \mathbb{R} \):