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Distributions Derived from the Normal

In: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications

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  • PHAM-GIA THU

Abstract

The following sections are included:IntroductionOverview of Approaches Used to Obtain Derived DistributionsProbability Laws with Density Expressions Close to the NormalDistributions Obtained by Performing Operations on the Normal VariableOperations on a single normal random variableOperations on two (or more) independent normal variablesMeijer G-Functions and Fox H-FunctionsProduct and Ratio of Two, and More, Normal VariatesProductRatio of univariate normal variablesCorrelated Normal VariablesMixture DistributionsDistributions Derived From Normal SamplingConclusionBibliography

Suggested Citation

  • Pham-Gia Thu, 2021. "Distributions Derived from the Normal," World Scientific Book Chapters, in: THE MULTIVARIATE NORMAL DISTRIBUTION Theory and Applications, chapter 4, pages 53-79, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811235290_0004
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    Keywords

    Univariate Normal; Multivariate; Random Variable; Random Vector; Random Matrix; Applications: Education; Psychology; Quality Control; Pattern Recognition;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics

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