Multivariate distributions

Christopher Chatfield and Alexander J. Collins
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Christopher Chatfield: Bath University, School of Mathematics
Alexander J. Collins: Bath University, School of Mathematics

Chapter Chapter Two in Introduction to Multivariate Analysis, 1980, pp 18-33 from Springer

Abstract: Abstract The most basic concept in multivariate analysis is the idea of a multivariate probability distribution. We assume the reader is familiar with the definition of a (univariate) random variable and with standard probability distributions such as the normal distribution. This chapter extends these univariate ideas to the multivariate case. We discuss the general properties of multivariate distributions and consider some particular examples including the multivariate normal distribution.

Keywords: Joint Distribution; Conditional Distribution; Marginal Distribution; Positive Semidefinite; Multinomial Distribution (search for similar items in EconPapers)
Date: 1980
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DOI: 10.1007/978-1-4899-3184-9_2

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