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VOL. 53 | 2007 Chapter 3: The normal distribution on a vector space

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

Information

Published: 1 January 2007
First available in Project Euclid: 28 November 2007

Digital Object Identifier: 10.1214/lnms/1196285109

Rights: Copyright © 2007, Institute of Mathematical Statistics

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