As A Parameter of A Distribution
If a vector of n possibly correlated random variables is jointly normally distributed, or more generally elliptically distributed, then its probability density function can be expressed in terms of the covariance matrix.
Read more about this topic: Covariance Matrix
Famous quotes containing the word distribution:
“There is the illusion of time, which is very deep; who has disposed of it? Mor come to the conviction that what seems the succession of thought is only the distribution of wholes into causal series.”
—Ralph Waldo Emerson (1803–1882)