MatrixNormalPdf Method (Matrix, Matrix, Matrix, Matrix)

Probability distribution function. http://en.wikipedia.org/wiki/Probability_density_function

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public static double Pdf(
	Matrix x,
	Matrix means,
	Matrix rowCovariance,
	Matrix columnCovariance
)

x: Type: FinMath.LinearAlgebraMatrix
Argument (value of random variable).
means: Type: FinMath.LinearAlgebraMatrix
Matrix of means.
rowCovariance: Type: FinMath.LinearAlgebraMatrix
Row covariance matrix.
columnCovariance: Type: FinMath.LinearAlgebraMatrix
Column covariance matrix.

Type: Double
Probability that random variable sample will be in locality of given value.

MatrixNormalAddLanguageSpecificTextSet("LST7D8CDE91_0?cpp=::|nu=.");Pdf Method (Matrix, Matrix, Matrix, Matrix)