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1997 | OriginalPaper | Chapter

The Multivariate Normal Distribution

Author : Bernard Flury

Published in: A First Course in Multivariate Statistics

Publisher: Springer New York

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Before introducing the multivariate normal distribution, let us briefly review some important results about the univariate normal.

Metadata
Title
The Multivariate Normal Distribution
Author
Bernard Flury
Copyright Year
1997
Publisher
Springer New York
DOI
https://doi.org/10.1007/978-1-4757-2765-4_3