Chapter 20. Random Vectors

  1. George A. F. Seber

Published Online: 8 JUN 2007

DOI: 10.1002/9780470226797.ch20

A Matrix Handbook for Statisticians

A Matrix Handbook for Statisticians

How to Cite

Seber, G. A. F. (2007) Random Vectors, in A Matrix Handbook for Statisticians, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470226797.ch20

Author Information

  1. Department of Statistics University of Auckland, Auckland, New Zealand

Publication History

  1. Published Online: 8 JUN 2007
  2. Published Print: 7 NOV 2007

ISBN Information

Print ISBN: 9780471748694

Online ISBN: 9780470226797

SEARCH

Keywords:

  • random vectors;
  • variances;
  • covariances;
  • correlations;
  • multivariate normal distribution

Summary

This chapter contains sections titled:

  • Notation

  • Variances and Covariances

  • Correlations

  • Quadratics

  • Multivariate Normal Distribution

  • Complex Random Vectors

  • Regression Models

  • Other Multivariate Distributions