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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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    $\begingroup$ What 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. $\endgroup$ – Dilip Sarwate Nov 11 '13 at 14:11
  • $\begingroup$ @Dilip Sarwate.yes your right I edit my question. $\endgroup$ – jack Nov 11 '13 at 14:18
  • $\begingroup$ @Alecos Papadopoulos.do you have link for this handbook? $\endgroup$ – 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".

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