The Multivariate Normal Distribution

Language: English

Published by Springer, 2011

1461396573 / 9781461396574

Series: Book 12 of 160 - Springer Series in Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.…

Seller Inventory # 9781461396574

Title
The Multivariate Normal Distribution
Author
Y. L. Tong
Publisher
Springer
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461396573
ISBN 13
9781461396574
Item weight
441 grams
Dimensions
235x155x16 mm
Series
Book 12 of 160: Springer Series in Statistics

AHA-BUCH GmbH

Einbeck, Germany

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