`normal-pdf:sample:`procedureSample 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.

`normal-pdf:sample:`procedureSample 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.