31. Multivariate Normal (Multinormal) Distribution

  1. Catherine Forbes1,
  2. Merran Evans1,
  3. Nicholas Hastings2,
  4. Brian Peacock3

Published Online: 16 DEC 2010

DOI: 10.1002/9780470627242.ch31

Book Title

Statistical Distributions, Fourth Edition

Statistical Distributions, Fourth Edition

Additional Information

How to Cite

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2010) Multivariate Normal (Multinormal) Distribution, in Statistical Distributions, Fourth Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470627242.ch31

Author Information

  1. 1

    Monash University, Victoria, Australia

  2. 2

    Albany Interactive, Victoria, Australia

  3. 3

    Brian Peacock Ergonomics, SIM University, Singapore

Publication History

  1. Published Online: 16 DEC 2010
  2. Published Print: 29 NOV 2010

ISBN Information

Print ISBN: 9780470390634

Online ISBN: 9780470627242

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CHAPTER TOOLS

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Keywords:

  • multivariate normal (multinormal) distribution - a multivariate extension of normal distribution;
  • bivariate normal distribution - description of correlated variables, smoking and performance on respiratory function tests;
  • fixed linear transformation of multivariate normal variate - a multivariate normal variate

Summary

This chapter contains sections titled:

  • Variate Relationships

  • Parameter Estimation

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