Appendix A: Vector‐Valued Random Variables and Some Distribution Theory
Ajit C. Tamhane
Abstract
Ajit C. Tamhane
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
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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