Chapter 3: The normal distribution on a vector space
Morris L. Eaton
Source: Morris L. Eaton, Multivariate Statistics: A Vector Space Approach (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007) , 103-131.
Abstract
Contents
- 3.1. The Normal Distribution
- 3.2. Quadratic Forms
- 3.3. Independence of Quadratic Forms
- 3.4. Conditional Distributions
- 3.5. The Density of the Normal Distribution
- Problems
- Notes and References
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Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196285109
Digital Object Identifier: doi:10.1214/lnms/1196285109
Institute of Mathematical Statistics Lecture Notes - Monograph Series
