The Multivariate Normal Distribution

Y. L. Tong

ISBN 10: 1461396573 / ISBN 13: 9781461396574

Verlag: Springer New York, Springer New York Dez 2011, 2011

Beschreibung

Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch.

Bestandsnummer des Verkäufers 9781461396574

Bibliografische Details

• Titel: The Multivariate Normal Distribution
• Verlag: Springer New York, Springer New York Dez 2011
• Erscheinungsjahr: 2011
• Sprache: Englisch
• ISBN-10: 1461396573
• ISBN-13: 9781461396574
• Einband: Taschenbuch
• Zustand: Neu
• Abmessungen: 235B x 155 H x 16 T Millimeter Breite: 235 mm, Höhe: 155 mm, Tiefe: 16 mm
• Gewicht: 441 Gramm

Über diesen Titel

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.