Advertisement

The Multivariate Normal Distribution

  • Bernard Flury
Part of the Springer Texts in Statistics book series (STS)

Abstract

Before introducing the multivariate normal distribution, let us briefly review some important results about the univariate normal.

Keywords

Covariance Matrix Random Vector Normal Random Variable Multivariate Normal Distribution Scale Mixture 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Suggested Further Reading

  1. Muirhead, R.J. 1982. Aspects of Multivariate Statistical Theory. New York: Wiley.MATHCrossRefGoogle Scholar
  2. Efron, B. 1969. Students’s t-test under symmetry conditions. Journal of the American Statistical Association 64, 1278–1302.MathSciNetMATHGoogle Scholar
  3. Fang, K., Kotz, S., and Ng, K. 1990. Symmetric Multivariate and Related Distributions. London: Chapman and Hall.MATHGoogle Scholar
  4. Kelker, D. 1970. Distribution theory of spherical distributions and a location-scale parameter generalization. Sankhya A 32, 419–430.MathSciNetMATHGoogle Scholar

Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Bernard Flury
    • 1
  1. 1.Department of MathematicsIndiana UniversityBloomingtonUSA

Personalised recommendations