Multivariate normal distribution

A multivariate normal distribution is a special kind of probability distribution that can be used to describe the properties of a set of numbers. It's like having a special set of rules which tell us how likely it is for a certain set of numbers to happen. For example, we can use a multivariate normal distribution to describe how likely it is that a certain set of test scores will happen. In this case, we could say that it's most likely that a person will score around the average, but there is also a certain chance that they'll score above or below the average.