多元正态分布(multivariate normal distribution)是什么？

多元统计分析涉及到的都是随机向量或多个随机向量放在一起组成的随机矩阵，在介绍正态分布之前，先论述有关随机向量的基本概念。为了便于理解概念和性质，借助复习一元统计分析中有关概念和性质，自然推广给出多元统计分析中相应的概念和性质。
In probability theory and statistics, the multivariate normal distribution or multivariate Gaussian distribution, is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One possible definition is that a random vector is said to be k-variate normally distributed if every linear combination of its k components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value.

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