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Uppercase sigma is used for multivariate distributions: https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Notation_and_parametrization https://en.w
by klipt 9y ago
Uppercase sigma is used for multivariate distributions: https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Notation_and_parametrization https://en.wikipedia.org/wiki/Multivariate_normal_distributi...
- pps43 9y agoBut this is not common. If you don't know what uppercase sigma refers to, sum is a much better guess than standard deviation of multivatiate normal distribution. In this case google is probably simply case insensitive.