Distributions Derived from the Normal

Pham-Gia Thu

Chapter 4 in The Multivariate Normal Distribution:Theory and Applications, 2021, pp 53-79 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionOverview of Approaches Used to Obtain Derived DistributionsProbability Laws with Density Expressions Close to the NormalDistributions Obtained by Performing Operations on the Normal VariableOperations on a single normal random variableOperations on two (or more) independent normal variablesMeijer G-Functions and Fox H-FunctionsProduct and Ratio of Two, and More, Normal VariatesProductRatio of univariate normal variablesCorrelated Normal VariablesMixture DistributionsDistributions Derived From Normal SamplingConclusionBibliography

Keywords: Univariate Normal; Multivariate; Random Variable; Random Vector; Random Matrix; Applications: Education; Psychology; Quality Control; Pattern Recognition (search for similar items in EconPapers)
JEL-codes: C01 C1 C15 C4 C46 (search for similar items in EconPapers)
Date: 2021
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