A new generalisation of sam-solai’s multivariate normal distribution

Abstract

This paper proposed a new generalization of family of Sarmanov type Continuous multivariate symmetric probability distributions. More specifically the authors visualizes a new generalization of Sam-Solai’s Multivariate normal distribution from the univariate Gaussian normal distribution.Further,we find its Marginal, Conditional distributions and also discussed it’s Bi-variate case. Moreover, it is found that the conditional variances of Sam-Solai’s Multivariate and Bi-variate conditional normal distribution is heteroscedastic and the population correlation co-efficient among the random variables are similar to Karl Pearson’s population correlation co-eff icient.