Bivariate Continuous Distribution
Bivariate continuous distributions are defined in Section 1, and change of variables problems are considered in Section 2. In Section 3, we prove some results which will be needed in deriving statistical methods for analyzing normally distributed measurements. Sections 4 and 5 deal with properties and applications of the bivariate normal distribution. The discussion and examples are mostly confined to the two-variable case, but the extension to multivariate distributions is straightforward.
KeywordsConditional Distribution Orthogonal Matrix Multivariate Normal Distribution Joint Probability Density Function Bivariate Normal Distribution
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