The multivariate normal distribution

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 Six in Introduction to Multivariate Analysis, 1980, pp 93-113 from Springer

Abstract: Abstract The multivariate normal distribution was briefly introduced in Chapter 2. In this chapter we consider its properties in some detail since the estimation of its parameters is the source of many standard multivariate statistical methods. In addition, we shall meet a number of derived distributions of fundamental importance.

Keywords: Conditional Distribution; Full Rank; Multivariate Normal Distribution; Wishart Distribution; Wishart Matrix (search for similar items in EconPapers)
Date: 1980
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DOI: 10.1007/978-1-4899-3184-9_6

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