George Lowther, Chi Woo. "joint normal distribution" (version 11). PlanetMath.org. Freely available at http://planetmath.org/JointNormalDistribution.html.

AMS MSC:	60E05 (Probability theory and stochastic processes :: Distribution theory :: Distributions: general theory)
	62H05 (Statistics :: Multivariate analysis :: Characterization and structure theory)

NS:published, NS:Section:Reference

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