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Multivariate Normal Distribution, The: Theory and Applications

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Multivariate Normal Distribution, The: Theory and Applications - Pham-Gia, Thu
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This book provides the reader with user-friendly applications of normal distribution. In several variables it is called the multinormal distribution which is often handled using matrices for convenience. The author seeks to make the arguments less abstract and hence, starts with the univariate case and moves progressively toward the vector and matrix cases. The approach used in the book is a gradual one, going from one scalar variable to a vector variable and to a matrix variable. The author presents the unified aspect of ...

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Multivariate Normal Distribution, The: Theory and Applications 2021, World Scientific Publishing Company

ISBN-13: 9789811235283

Hardcover