Add to ORKGMehler gave an expansion for the standard bivariate normal density. Kibble extended it to a multivariate normal density whose covariance is a correlation matrix. We give extensions of these expansions for general covariances.Bivariate normal distribution Multivariate Hermite polynomials Multivariate normal distribution
We briefly summarize the definitions of univariate and multivariate normal distributions, along with...
Abstract In this paper , by conditioning the covariance structure of matrix variate normal distribut...
Uogólnienie rozkładu normalnego na wyższe wymiary. Macierze symetryczne i nieujemnie określone. Defi...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
Title: Multivariate Normal Distribution Author: Jakub Ježo Department: Department of Probability and...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
A Taylor series approximation to multivariate integrals taken with respect to a multivariate probabi...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
Distribution, density function, standard deviations, normal distributionThe bivariate normal distrib...
The bivariate normal density with unit variance and correlation ρ is well known. We show that by int...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
The thesis deals with the basic discrete and continuous multivariate distributions, which play an im...
We give formulas for the conditional expectations of a product of multivariate Hermite polynomials w...
AbstractWe introduce a class of absolutely continuous bivariate exponential distributions, generated...
Three classes of expansions for the distribution function of the [chi]k2(d, R)-distribution are give...
We briefly summarize the definitions of univariate and multivariate normal distributions, along with...
Abstract In this paper , by conditioning the covariance structure of matrix variate normal distribut...
Uogólnienie rozkładu normalnego na wyższe wymiary. Macierze symetryczne i nieujemnie określone. Defi...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
Title: Multivariate Normal Distribution Author: Jakub Ježo Department: Department of Probability and...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
A Taylor series approximation to multivariate integrals taken with respect to a multivariate probabi...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
Distribution, density function, standard deviations, normal distributionThe bivariate normal distrib...
The bivariate normal density with unit variance and correlation ρ is well known. We show that by int...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
The thesis deals with the basic discrete and continuous multivariate distributions, which play an im...
We give formulas for the conditional expectations of a product of multivariate Hermite polynomials w...
AbstractWe introduce a class of absolutely continuous bivariate exponential distributions, generated...
Three classes of expansions for the distribution function of the [chi]k2(d, R)-distribution are give...
We briefly summarize the definitions of univariate and multivariate normal distributions, along with...
Abstract In this paper , by conditioning the covariance structure of matrix variate normal distribut...
Uogólnienie rozkładu normalnego na wyższe wymiary. Macierze symetryczne i nieujemnie określone. Defi...