The Multivariate Normal Distribution

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The Multivariate Normal Distribution

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Author : Y.L. Tong
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

The Multivariate Normal Distribution written by Y.L. Tong and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.

The Multivariate Normal Distribution

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Author : Yung Liang Tong
language : en
Publisher:
Release Date : 1992

The Multivariate Normal Distribution written by Yung Liang Tong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Distribution (Probability theory) categories.

Multivariate Normal Distribution The Theory And Applications

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Author : Thu Pham-gia
language : en
Publisher: World Scientific
Release Date : 2021-05-05

Multivariate Normal Distribution The Theory And Applications written by Thu Pham-gia and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-05 with Business & Economics categories.

This book provides the reader with user-friendly applications of normal distribution. In several variables it is called the multinormal distribution which is often handled using matrices for convenience. The author seeks to make the arguments less abstract and hence, starts with the univariate case and moves progressively toward the vector and matrix cases. The approach used in the book is a gradual one, going from one scalar variable to a vector variable and to a matrix variable. The author presents the unified aspect of normal distribution, as well as addresses several other issues, including random matrix theory in physics. Other well-known applications, such as Herrnstein and Murray's argument that human intelligence is substantially influenced by both inherited and environmental factors, will be discussed in this book. It is a better predictor of many personal dynamics — including financial income, job performance, birth out of wedlock, and involvement in crime — than are an individual's parental socioeconomic status, or education level, and deserve to be mentioned and discussed.

A Note On The Information Matrix Of The Multivariate Normal Distribution

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Author : Jean-François Richard
language : en
Publisher:
Release Date : 1973

A Note On The Information Matrix Of The Multivariate Normal Distribution written by Jean-François Richard and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with categories.

The Multivariate Normal Distribution

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Author : Lucille C. Pegis
language : en
Publisher:
Release Date : 1952

The Multivariate Normal Distribution written by Lucille C. Pegis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1952 with Distribution (Probability theory) categories.

Estimation Of The Multivariate Normal Distribution Function

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Author : Mary Ann Davis
language : en
Publisher:
Release Date : 1975

Estimation Of The Multivariate Normal Distribution Function written by Mary Ann Davis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Mathematical statistics categories.

Moments And Cumulants Of The Multivariate Normal Distribution

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Author : Björn Holmquist
language : en
Publisher:
Release Date : 1988

Moments And Cumulants Of The Multivariate Normal Distribution written by Björn Holmquist and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with categories.

The Multivariate T Distribution Associated With The General Multivariate Normal Distribution

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Author : Edmund Alfred Cornish
language : en
Publisher:
Release Date : 1962

The Multivariate T Distribution Associated With The General Multivariate Normal Distribution written by Edmund Alfred Cornish and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Multivariate analysis categories.

Multivariate Normality

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Author : Harold L. Crutcher
language : en
Publisher:
Release Date : 1976

Multivariate Normality written by Harold L. Crutcher and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Cluster analysis categories.

Linear And Graphical Models

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Author : Heidi H. Andersen
language : en
Publisher: Springer Science & Business Media
Release Date : 1995-05-19

Linear And Graphical Models written by Heidi H. Andersen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-05-19 with Mathematics categories.

In the last decade, graphical models have become increasingly popular as a statistical tool. This book is the first which provides an account of graphical models for multivariate complex normal distributions. Beginning with an introduction to the multivariate complex normal distribution, the authors develop the marginal and conditional distributions of random vectors and matrices. Then they introduce complex MANOVA models and parameter estimation and hypothesis testing for these models. After introducing undirected graphs, they then develop the theory of complex normal graphical models including the maximum likelihood estimation of the concentration matrix and hypothesis testing of conditional independence.