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.
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© 1980 C. Chatfield and A. J. Collins
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Chatfield, C., Collins, A.J. (1980). Multivariate distributions. In: Introduction to Multivariate Analysis. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-3184-9_2
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DOI: https://doi.org/10.1007/978-1-4899-3184-9_2
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-412-16030-1
Online ISBN: 978-1-4899-3184-9
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