Normal Random Vectors

Iickho Song (), So Ryoung Park and Seokho Yoon
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Iickho Song: Korea Advanced Institute of Science and Technology, School of Electrical Engineering
So Ryoung Park: The Catholic University of Korea, School of Information, Communications, and Electronics Engineering
Seokho Yoon: Sungkyunkwan University, College of Information and Communication Engineering

Chapter Chapter 5 in Probability and Random Variables: Theory and Applications, 2022, pp 337-414 from Springer

Abstract: Abstract In this chapter, we consider normal random vectors in the real space. We first describe the pdf and cf of normal random vectors, and then consider the special cases of bi-variate and tri-variate normal random vectors. Some key properties of normal random vectors are then discussed.

Date: 2022
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DOI: 10.1007/978-3-030-97679-8_5

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