Topic: Multivariate Normal Distributions

Means and Covariances Under Affine Maps

Means and Covariances of Gaussian Vectors

Marginal Laws of Gaussian Subvectors

Independent Sums of Gaussian Vectors

Equivalent Characterizations of Multivariate Normality

Elliptical Contours of Gaussian Densities

Eigenstructure of Gaussian Covariance Matrices

Diagnosing Gaussian Parameter Specifications

Deriving the Nonsingular Gaussian Density

Density of a Nonsingular Gaussian Vector