The Multivariate Normal Distribution - Couverture rigide

Tong, Y. L.

Couverture rigide

ISBN 10 : 3540970622 ISBN 13 : 9783540970620

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1989

Synopsis

This text represents a comprehensive 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 recent results reported in relevant literature. 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. The volume also includes tables of the equi-coordinate percentage points and probability inequalities for exchangeable normal variables. The volume should be 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.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 1989
• Langue: anglais
• ISBN 10: 3540970622
• ISBN 13: 9783540970620
• Reliure: Relié
• Nombre de pages: 284
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne