What is Multivariate Normal Distribution?

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<P>This is the best definition of Normal Distribution I have seen:</P>
<P>A vector of random variable X is said to be multivariate normally distributed if any linear combination t'X is normally distributed.</P>
<P>I think the if can be changed to iff!</P>

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关键词：Multivariate distribution multivariat Variate normal definition

Normal Distribution