Gaussian distribution univariate

The location-and-scale model states that the n univariate observations x are independent and identically distributed (i.i.d.) with distribution function F[Qr - 6)/o], where F is known. Typically F is the standard Gaussian distribution function O. 

As an example of univariate EQMOM, we will consider an NDE with (-co, -1-00) and define kernel density functions using Gaussian distributions (Chalons et al, 2010) ... 

A joint Gaussian behavior of attribute vectors A with ha > 2 cannot be examined graphically, due to the dimensionality. However, if the attribute vector Afc follows a Gaussian distribution with parameters jj, and S, the univariate variable... 

The joint distribution for two inde]x ndeut Gaussian variables is just t he [rrod-uct of two univariate distributions. When the clata forming a vcctoi d art correlated... 

Transformation to approximately Gaussian shape of the univariate distributions was necessary. 

The theory of Gaussian quadrature applies only to univariate distributions. However, in practical cases, the study of distributions with multiple internal coordinates is often necessary. In these cases the closure problem generally assumes the following form ... 

---