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Published in:
2012 | OriginalPaper | Chapter
Multivariate Distributions
Authors : Wolfgang Karl Härdle, Léopold Simar
Published in: Applied Multivariate Statistical Analysis
Publisher: Springer Berlin Heidelberg
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The preceeding chapter showed that by using the two first moments of a multivariate distribution (the mean and the covariance matrix), a lot of information on the relationship between the variables can be made available. Only basic statistical theory was used to derive tests of independence or of linear relationships. In this chapter we give an introduction to the basic probability tools useful in statistical multivariate analysis.