Abstract
Normal distribution is a very important aspect of classical probability. Multivariable normal distribution, generalized from single-variable normal distribution, is an essential part of statistics and has its importance in statistical data analysis. This paper mainly describes two methods of defining a standard multivariable normal distribution and discusses some properties of multivariable normal distribution (including some basic properties and important results, etc). The paper also analyzes estimation of parameters and mean value of a multivariable normal distribution.
Key words: multivariable normal distribution, statistics, estimation of parameters, estimation of mean