The Multivariate Normal Distribution
Part of the Springer Texts in Statistics book series (STS)
Before introducing the multivariate normal distribution, let us briefly review some important results about the univariate normal.
KeywordsCovariance Matrix Random Vector Normal Random Variable Multivariate Normal Distribution Scale Mixture
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer Science+Business Media New York 1997