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multivariate distribution

   Also found in: Acronyms 0.01 sec.
multivariate distribution [¦məl·tē′ver·ē·ət ′dis·trə′byü·shən]
(mathematics)
For two or more random variables,X1,X2, …, andXn, the distribution which gives the probability thatX1 = x1,X2 = x2, …, andXn = xnfor all values,x1,x2, …, andxn, ofX1,X2, …, andXnrespectively.


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All the LDA data showed normal multivariate distribution, which was evaluated using the Sen and Purl test (Sen and Purl 1968).
However, it can be misleading to draw inferences regarding the multivariate distribution of asset returns from univariate tests of normality such as those outlined in section 2.
 
 
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