ENGLISH

The Multivariate Normal Distribution

By Y.L. Tong

Book information

Publisher
Springer-Verlag
Year
1990
ISBN
0387970622, 9780387970622, 3540970622
LCC
QA273.6 .T67 1990
Open Library ID
OL21392222M
Language
english
Format
DJVU
Filesize
2 MB (2039150 bytes)
Series
Springer series in statistics
Edition
1
Pages
285\285
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11

Description

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.

Similar books