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-元多元正态分布（也称为多正态分布）是二元正态分布的推广。均值向量为 
且协方差矩阵为 
的 
-多元分布表示为 
。多元正态分布的实现方式为MultinormalDistribution[
mu1, mu2, ...
, 
sigma11, sigma12, ...
, 
sigma12, sigma22, ..., 
...
, 
x1, x2, ...
] 在 Wolfram 语言包MultivariateStatistics`（其中矩阵 
必须是对称的，因为 
）。