2. Random Vectors

  1. James H. Stapleton

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316924.ch2

Linear Statistical Models

Linear Statistical Models

How to Cite

Stapleton, J. H. (1995) Random Vectors, in Linear Statistical Models, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316924.ch2

Author Information

  1. Michigan State University

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 14 JUL 1995

ISBN Information

Print ISBN: 9780471571506

Online ISBN: 9780470316924

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Keywords:

  • random vectors;
  • random variables;
  • covariance matrices;
  • mean vector;
  • column vectors

Summary

The prelims comprise:

  • Covariance Matrices

  • Expected Values of Quadratic Forms

  • Projections of Random Variables

  • The Multivariate Normal Distribution

  • The χ2, F, and t Distributions