Institute of Mathematical Statistics Lecture Notes - Monograph Series

Chapter 3: The normal distribution on a vector space

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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

Chapter information

Source
Morris L. Eaton, Multivariate Statistics: A Vector Space Approach (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007), 103-131

Dates
First available in Project Euclid: 28 November 2007

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1196285109

Digital Object Identifier
doi:10.1214/lnms/1196285109

Rights
Copyright © 2007, Institute of Mathematical Statistics

Citation

Eaton, Morris L. Chapter 3: The normal distribution on a vector space. Multivariate Statistics, 103--131, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2007. doi:10.1214/lnms/1196285109. https://projecteuclid.org/euclid.lnms/1196285109


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