Rose, C. and Smith, M. D. "The Multivariate Normal Distribution." Mathematica J.6, 32-37, 1996.Rose, C. and Smith, M. D. "Random[Title]: Manipulating Probability Density Functions." Ch. 16 in Computational Economics and Finance: Modeling and Analysis with Mathematica (Ed. H. Varian). New York: Springer-Verlag, 1996.Rose, C. and Smith, M. D. "The Multivariate Normal Distribution." §6.4 in Mathematical Statistics with Mathematica. New York: Springer-Verlag, pp. 216-235, 2002.Schervish, M. J. "Multivariate Normal Probabilities with Error Bounds." Appl. Stat.: J. Roy. Stat. Soc., Ser. C33, 81-94, 1984.Schervish, M. J. "Corrections to Multivariate Normal Probabilities with Error Bounds." Appl. Stat.: J. Roy. Stat. Soc., Ser. C34, 103-104, 1984.Tong, L. The Multivariate Normal Distribution. New York: Springer-Verlag, 1990.
-元多元正態分佈（也稱為多正態分佈）是二元正態分佈的推廣。均值向量為 
且協方差矩陣為 
的 
-多元分佈表示為 
。多元正態分佈的實現方式為MultinormalDistribution[
mu1, mu2, ...
, 
sigma11, sigma12, ...
, 
sigma12, sigma22, ..., 
...
, 
x1, x2, ...
] 在 Wolfram 語言包MultivariateStatistics`（其中矩陣 
必須是對稱的，因為 
）。