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The Multivariate Normal Distribution:Theory and Applications

Author

Listed:
  • Thu Pham-Gia

    (Université de Moncton, Canada)

Abstract

This book provides the reader with user-friendly applications of normal distribution. In several variables it is called the multinormal distribution which is often handled using matrices for convenience. The author seeks to make the arguments less abstract and hence, starts with the univariate case and moves progressively toward the vector and matrix cases. The approach used in the book is a gradual one, going from one scalar variable to a vector variable and to a matrix variable. The author presents the unified aspect of normal distribution, as well as addresses several other issues, including random matrix theory in physics.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Thu Pham-Gia, 2021. "The Multivariate Normal Distribution:Theory and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12237, January.
    • Handle: RePEc:wsi:wsbook:12237
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/12237
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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    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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