Abstract
This chapter continues the review of some tools from probability that are useful for statistics, and most of the material in Sects.2.1–2.3, 2.5, and 2.6 should be familiar to the reader. The material on elliptically contoured distributions in Sect. 2.10 may be omitted when first reading this chapter.
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Olive, D.J. (2014). Multivariate Distributions and Transformations. In: Statistical Theory and Inference. Springer, Cham. https://doi.org/10.1007/978-3-319-04972-4_2
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