An Introduction to Multivariate Statistical Analysis Third Edition

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1 Introduction 1 I 1.1. Multivariate Statistical Analysis, I 1.2. The Multivariate Normal Distribution, 3 I 2 The Multivariate Normal Distribution 6 I 2.1. Introduction, 6 2.2. Notions of Multi... variate Distributions, 7 2.3. The Multivariate Normal Distribution, 13 I I 2.4. The Distribution of Linear Combinations of Normally I Distributed Variates; Independence of Variates; I Marginal Distributions, 23 2.5. Conditional Distributions and Multiple Correlation Coefficient, 33 I 2.6. The Characteristic Function; Moments, 41 I 2.7. Elliptically Contoured Distributions, 47 I Problems, 56 3 Estimation of the Mean Vector and the Covariance Matrix [Show More]

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