Abstract
The preceeding chapter showed that by using the two first moments of a multivariate distribution (the mean and the covariance matrix), a lot of information on the relationship between the variables can be made available. Only basic statistical theory was used to derive tests of independence or of linear relationships. In this chapter we give an introduction to the basic probability tools useful in statistical multivariate analysis.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2007 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
(2007). Multivariate Distributions. In: Applied Multivariate Statistical Analysis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-72244-1_4
Download citation
DOI: https://doi.org/10.1007/978-3-540-72244-1_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-72243-4
Online ISBN: 978-3-540-72244-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)