Multivariate Gamma Distributions

If variables with a multivariate normal distribution have covariances that equal zero, then: the correlation will most often be zero, but does not have to be. the marginal distribution of each of the variables is no longer normal: you should use the X2 distribution to calculate probabilities. the variables are independent:

Bivariate Normal Distribution / Multivariate Normal (Overview)

Random Variables

Generate Multivariate Random Data in R (2 Examples) | Simulate Variables

Random variables

Overview of Multivariate Analysis | What is Multivariate Analysis and Model Building Process?

Discover the Principles of Multivariate Exploratory Data Analysis

Multivariate Data Visualization