2009Wiley series in probability and statisticsRequires access

Appendix A: Vector‐Valued Random Variables and Some Distribution Theory

Ajit C. Tamhane

Open publisher page 0 citations

Abstract

This chapter contains sections titled: Mean Vector and Covariance Matrix of Random Vector Covariance Matrix of Linear Transformation of Random Vector Multivariate Normal Distribution Chi-Square, F-, and t-Distributions Distributions of Quadratic Forms Multivariate t-Distribution Multivariate Normal Sampling Distribution Theory

About this research paper

What this paper is about

This chapter contains sections titled: Mean Vector and Covariance Matrix of Random Vector Covariance Matrix of Linear Transformation of Random Vector Multivariate Normal Distribution Chi-Square, F-, and t-Distributions Distributions of Quadratic Forms Multivariate t-Distribution Multivariate Normal Sampling Distribution Theory

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

This chapter contains sections titled: Mean Vector and Covariance Matrix of Random Vector Covariance Matrix of Linear Transformation of Random Vector Multivariate Normal Distribution Chi-Square, F-, and t-Distributions Distributions of Quadratic Forms Multivariate t-Distribution Multivariate Normal Sampling Distribution Theory

Key concepts: Multivariate random variable, Mathematics, Multivariate normal distribution, Multivariate t-distribution, Matrix t-distribution, Estimation of covariance matrices, Normal-Wishart distribution, Covariance matrix

Related papers

Back to paper searchBrowse research topicsOriginal source
Appendix A: Vector‐Valued Random Variables and Some Distribution Theory — Research Paper | ScholarLens