The Multivariate Normal Distribution

  • Y. L. Tong
Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Y. L. Tong
    Pages 1-5
  3. Y. L. Tong
    Pages 6-22
  4. Y. L. Tong
    Pages 62-90
  5. Y. L. Tong
    Pages 123-149
  6. Y. L. Tong
    Pages 150-180
  7. Y. L. Tong
    Pages 202-217
  8. Back Matter
    Pages 219-271

About this book

Introduction

The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi­ ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica­ tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten­ sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.

Keywords

correlation normal distribution probability regression statistical computing statistics

Authors and affiliations

  • Y. L. Tong
    • 1
  1. 1.School of MathematicsGeorgia Institute of TechnologyAtlantaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4613-9655-0
  • Copyright Information Springer-Verlag New York 1990
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-9657-4
  • Online ISBN 978-1-4613-9655-0
  • Series Print ISSN 0172-7397
  • About this book