If variables with a multivariate normal distribution have covariances that equal zero, then: the correlation will most often be zero, but does not have to be. the marginal distribution of each of the variables is no longer normal: you should use the X2 distribution to calculate probabilities. the variables are independent:

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多項分布の計算式と使い方を具体例を使ってわかりやすく解説します。 | ロジギーク

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Consider sampling from a multivariate normal distribution with ... | Filo

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