I have a problem concerning the normal distribution and multivariate normal distribution. Is there an entire textbook that focuses on these distributions?
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Silverfish
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jack
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1What is your question? Demands for full explanation are far too broad to be answered here: people have even written whole books on multivariate normal distributions. – Dilip Sarwate Nov 11 '13 at 14:11
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@Dilip Sarwate.yes your right I edit my question. – jack Nov 11 '13 at 14:18
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@Alecos Papadopoulos.do you have link for this handbook? – jack Nov 11 '13 at 14:30
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There is "The Handbook of the Normal Distribution" by J.K. Patel & C.B. Read (1982) which is a focused reference for the Normal distribution. The book mainly focus on the univariate case, but has a chapter dedicated to the bivariate case.
For the multivariate case, Y. L. Tong (1990), "The Multivariate Normal Distribution".
Alecos Papadopoulos
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Sure, and it is the 2nd edition as I can see http://books.google.gr/books/about/Handbook_of_the_Normal_Distribution_Seco.html?id=zoVLF0VF9UYC&redir_esc=y – Alecos Papadopoulos Nov 11 '13 at 15:25
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This depends on how deep you want to go, but one book I have used that delves very deeply into the multivariate normal (and associated distributions like the Wishart) is Aspects of Multivariate Statistical Theory by Robb J. Muirhead
kjetil b halvorsen
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