- [The Multivariate Gaussian Distribution](http://cs229.stanford.edu/section/gaussians.pdf) - [Multivariate Normal Distribution: Characteristic Functions](https://ocw ...

We start with analyzing stochastic dependence in a classic bivariate normal density framework. We focus on the way the conditional density of one of the random variables depends on realizations of the ...

The multivariate t distribution implementation is based on the code of Gregory Gunderson: https://github.com/gwgundersen/multivariate-t-distribution. While the code ...