Multivariate Normal Distribution and Confidence Ellipses
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چکیده
the Normal Distribution's familiar "bell curve". The latter term can be interpreted as a description of squared of distance (x between some value of x who's probability is being assessed (along the x axis), and the center of the probability density distribution, "standardized" by the distribution's known variance 2. It should be noted that f(x) only depends on this single scalar range variable x, and as such, is "onedimensional".
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