- normal-pdf:sample:procedure
Sample from the distribution. Let X be a sample from a standard normal distribution. Then the sample is SAMPLE = MU + R*X, where R is the upper triangular Cholesky decomposition of the covariance matrix.
Sample from the distribution. Let X be a sample from a standard normal distribution. Then the sample is SAMPLE = MU + R*X, where R is the upper triangular Cholesky decomposition of the covariance matrix.