Chapter 1 Special Distributions

@inproceedings{Chapter1S,
  title={Chapter 1 Special Distributions},
  author={}
}
    3. The multivariate normal distribution Properties of covariance matrices Characteristic function Marginals, independence, and linear combinations Linear independence The multivariate normal density Conditional densities Facts about Chi-square distributions 4. General integration by parts formulas Representations of random variables Formulas for means… CONTINUE READING