Testing Equality Of Standardized Generalized Variances Of K Multivariate Normal Populations With Arbitrary Dimensions
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The Multivariate Gaussian Distribution
The ﬁgure on the right shows a multivariate Gaussian density over two variables X1 and X2. In the case of the multivariate Gaussian density, the argument ofthe exponential function, −1 2 (x − µ)TΣ−1 deﬁnite, and since the inverse of any positive deﬁnite matrix is also positive deﬁnite, then for any non-zero vector z, zTΣ−1z