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Normal distributions

  • Wlodzimierz Bryc
Chapter
  • 585 Downloads
Part of the Lecture Notes in Statistics book series (LNS, volume 100)

Abstract

In this chapter we use linear algebra and characteristic functions to analyze the multivariate normal random variables. More information and other approaches can be found, eg. in [113, 120, 145]. In Section 2.5 we give criteria for normality which will be used often in proofs in subsequent chapters.

Keywords

Characteristic Function Reproduce Kernel Hilbert Space Normal Random Variable Multivariate Normal Distribution HERMITE Expansion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1995

Authors and Affiliations

  • Wlodzimierz Bryc
    • 1
  1. 1.Department of MathematicsUniversity of CincinnatiCincinnatiUSA

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