Main Content

Multivariate Distributions

Compute, fit, or generate samples from vector-valued distributions

A multivariate probability distribution is one that contains more than one random variable. These random variables might or might not be correlated. Statistics and Machine Learning Toolbox™ offers several ways to work with multivariate probability distributions, including probability distribution objects, command line functions, and interactive apps. For more information on these options, see Working with Probability Distributions.