2.8. Bivariate Normal Distribution
One of the most commonly used distributions in multivariate data analysis is multivariate normal distribution. This distribution has been briefly discussed in Chapter 1. The p-variate normal distribution with p = 2 is often referred to as a bivariate normal distribution. For a bivariate normal distribution, it is possible to present much of the information about the distribution very effectively in a graph. In this section we consider a bivariate normal distribution and give plots for its probability density function (pdf) as well as its contours. Contours of a function on the higher dimension are the graphs of the projections of the function on a plane at the fixed values of the function. In the present context, ...
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