xmlns="http://www.w3.org/1998/Math/MathML"><semantics><msub><mi>y</mi><mrow><mi>k</mi><mo>,</mo><mi>.</mi></mrow></msub><annotation encoding="application/x-tex">y_{k,.}</annotation></semantics></math>
directly from a multivariate normal distributions, MN(), with a common
mean
<math display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mi>μ</mi><annotation encoding="application/x-tex">\mu</annotation></semantics></math>
and covariance matrix S:
<math display="block" xmlns="http://www.w3.or