Samples from the multivariate normal distribution calculator

Generates a random sample from the multinormal - Gaussian - multidimensional distribution. The parameters:
  • m - mean of the n-dimensional distribution
  • C - covariance matrix of the distribution, must be of the n*n size.
sequence m:
+
square matrix C:
Upload Excel or CSV file for batch operation: (read about supported files and formats)
API URL: http://calculator.vhex.net/c/multivariate-normal-gaussian (see documentation)