# Quiz

The multivariate normal distribution is the most important mathematical tool we need in this course. This quiz gives you the opportunity to check if you have understood the main properties of the multivariate normal distribution as used in this course.

### Question 1

Which of the following properties of the multivariate normal distribution are true? Multiple answers are possible.

### Question 2

The multivariate normal distribution models...

### Question 3

What do the diagonal entries in the covariance matrix represent?

### Question 4

What properties do we require from a covariance matrix to hold? Multiple answers are possible.

### Question 5

What can we say about the conditional distribution of a multivariate normal distribution? Multiple answers are possible.

### Question 6

What can we say about the marginal distribution of a multivariate normal distribution? Multiple answers are possible.