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elliptical distribution

family of distributions that generalize the multivariate normal distribution

en-US/ɪˈlɪptɪkəl ˌdɪstɹəbˈjuʃən/
en-GB/ɪˈlɪptɪkl ˌdɪstɹɪˈbjuːʃn/

Categories:

multivariate probability distributionsymmetric probability distributionfamily of distributionslocation-scale family