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Multivariate distributions

In: Introduction to Multivariate Analysis

Author

Listed:
  • Christopher Chatfield

    (Bath University, School of Mathematics)

  • Alexander J. Collins

    (Bath University, School of Mathematics)

Abstract

The most basic concept in multivariate analysis is the idea of a multivariate probability distribution. We assume the reader is familiar with the definition of a (univariate) random variable and with standard probability distributions such as the normal distribution. This chapter extends these univariate ideas to the multivariate case. We discuss the general properties of multivariate distributions and consider some particular examples including the multivariate normal distribution.

Suggested Citation

  • Christopher Chatfield & Alexander J. Collins, 1980. "Multivariate distributions," Springer Books, in: Introduction to Multivariate Analysis, chapter 0, pages 18-33, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4899-3184-9_2
    DOI: 10.1007/978-1-4899-3184-9_2
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