Gaussian random vector
= Gaussian random vector
{c}
{title2=$X\sim N(\mu,\Sigma)$}
= Gaussian vector
{c}
{synonym}
A Gaussian random vector has a <multivariate normal distribution>; equivalently, every real <linear combination> of its coordinates is a <normal random variable>, allowing zero <variance>. Its <expected value> vector and <covariance matrix> determine its law. Subvectors are independent when their cross-covariances vanish, a feature particular to joint Gaussianity.