Hello,
I hope I'm posting in the correct forum.
I have a problem which is mainly related to math.
I need to write the program that would be able to generate multivariate gaussian random variables and would have a function to check if a variable is multivariate gaussian
The problem is that I really suck when it comes to this type of math.
I tried reading wikipedia, searching google and I did found a lot of information, but I wasn't able to make any sense of it.
I hope there is someone who could explain the concept of generating multivariate gaussian variables and the basic structure of them.