The Multivariate Normal Distribution (Research in Criminology) - Hardcover

Tong, Y L

Hardcover

ISBN 10: 0387970622 ISBN 13: 9780387970622

Verlag: Springer-Verlag New York Inc., 1989

Inhaltsangabe

The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi­ ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica­ tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten­ sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.

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Reseña del editor

This book represents a comprehensive and coherent treatment of the results related to the multivariate normal distribution. In addition to the classical topics on distribution theory, correlation analysis and sampling distributions, it also contains important results reported recently in the literature, but which cannot be found in most books on multivariate analysis. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applications. Some of the properties (such as log-concavity, unimodality, Schurconcavity and total positivity) of a multivariate normal density function are discussed, and results that follow from these properties and reviewed extensively. The volume also includes tables of the equi-coordinate percentage points and probability inequalities for exchangeable normal variables. The volume is accessible to graduate students and advanced undergraduates in statistics, mathematics, and related applied areas, and can be used as a reference in a course on multivariate analysis.

Details zur Ausgabe

• Verlag: Springer-Verlag New York Inc.
• Erscheinungsdatum: 1989
• Sprache: Englisch
• ISBN 10: 0387970622
• ISBN 13: 9780387970622
• Einband: Tapa dura
• Anzahl der Seiten: 271
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland