3. Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate Beta Distributions

  1. Robb J. Muirhead

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316559.ch3

Aspects of Multivariate Statistical Theory

Aspects of Multivariate Statistical Theory

How to Cite

Muirhead, R. J. (1982) Samples from a Multivariate Normal Distribution, and the Wishart and Multivariate Beta Distributions, in Aspects of Multivariate Statistical Theory, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316559.ch3

Author Information

  1. Senior Statistical Scientist, Pfizer Global Research and Development, New London, Connecticut

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 25 MAR 1982

ISBN Information

Print ISBN: 9780471094425

Online ISBN: 9780470316559

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Keywords:

  • multivariate normal distribution;
  • covariance matrix of the vector;
  • joint density function;
  • random vectors;
  • covariance matrix

Summary

The prelims comprise:

  • Samples From a Multivariate Normal Distribution and Maximum Likelihood Estimation of the Parameters

  • The Wishart Distribution

  • The Multivariate Beta Distribution