Multivariate Normal Distribution

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2015 English Publisher:Springer International Publishing

Authors: Daniel Zelterman;

doi: 10.1007/978-3-031-13005-2_7 , 10.1007/978-3-319-14093-3_7

Multivariate Normal Distribution

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Abstract

IN THIS CHAPTER, we generalize the bivariate normal distribution from the previous chapter to an arbitrary number of dimensions. We also make use of the matrix notation. The mathematics is generally more dense and relies on the linear algebra notation covered in Chap. 4 In Sect. 4.5 we pointed out there is a limit on what computations we can reasonably perform by hand. For this reason, we illustrate these various operations with the help of R.

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Yale University
United States

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