An analyst stated that a univariate normal

问题单项选择题

An analyst stated that a univariate normal distribution is completely described by only two parameters, and a multivariate normal distribution is completely described by two parameters as well. Is the analyst correct with respect to a: Univariate normal distributionMultivariate normal distribution（）

A. No No

B. No Yes

C. Yes No

答案

参考答案：C

解析：

A univariate normal distribution is completely described by only two parameters, namely one mean and one variance, but a multivariate normal distribution is not completely described by two parameters. Even for n=2, the multivariate normal distribution can be fully described by two means, two variances and one correlation.