Showing posts with label Multivariate Normal Distribution Integral. Show all posts
Showing posts with label Multivariate Normal Distribution Integral. Show all posts

Saturday, June 25, 2011

Why is integral of normal distribution = 1 ? Where does the mysterious normalizing constant come from ?

 

The case of the Univariate Normal Distribution

Univariate_Normal_Dist_Integral_1

 

Univariate_Normal_Dist_Integral_2

The case of the Multivariate Normal Distribution

Multivariate_Normal_Dist_Integral_1Multivariate_Normal_Dist_Integral_2

Multivariate_Normal_Dist_Integral_4

Multivariate_Normal_Dist_Integral_5

Posted by Deepak Roy Chittajallu at 2:18 PM 0 comments
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