Abstract
Before introducing the multivariate normal distribution, let us briefly review some important results about the univariate normal.
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Suggested Further Reading
Muirhead, R.J. 1982. Aspects of Multivariate Statistical Theory. New York: Wiley.
Efron, B. 1969. Students’s t-test under symmetry conditions. Journal of the American Statistical Association 64, 1278–1302.
Fang, K., Kotz, S., and Ng, K. 1990. Symmetric Multivariate and Related Distributions. London: Chapman and Hall.
Kelker, D. 1970. Distribution theory of spherical distributions and a location-scale parameter generalization. Sankhya A 32, 419–430.
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© 1997 Springer Science+Business Media New York
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Flury, B. (1997). The Multivariate Normal Distribution. In: A First Course in Multivariate Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2765-4_3
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DOI: https://doi.org/10.1007/978-1-4757-2765-4_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3113-9
Online ISBN: 978-1-4757-2765-4
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