I have a problem concerning the normal distribution and multivariate normal distribution. Is there an entire textbook that focuses on these distributions?

  • 1
    $\begingroup$ 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

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".

| cite | improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.