APA Dictionary of Psychology

multivariate normal distribution

Updated on 04/19/2018
a pattern of values on several variables in which a graph of the data forms a bell-shaped normal distribution. Evidence for a multivariate normal distribution may be obtained using a quantile–quantile plot. If the plot shows a series of points along a diagonal line, indicating a lack of any discrepant scores (i.e., any multivariate outliers), then the data have a multivariate normal distribution. Also called multinormal distribution.
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