Multivariate Statistics: Normal Distribution

In course

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Description

This lecture covers the introduction to multivariate statistics, including random vectors, the Cramér-Wold device, properties of the multivariate normal distribution, and characteristic functions. It also discusses linear transformations, marginal distributions, and conditional distributions in the context of multivariate normality.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_nk9djzkw

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data collection: Statistical sampling

Mathematics

Algebra: Linear algebra

Probability theory: Topics in probability theory

Logic

Classical logic: First-order logic

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