多変量正規分布
出典: フリー百科事典『ウィキペディア(Wikipedia)』 (2022/12/07 06:29 UTC 版)
参考文献
- Rencher, A.C. (1995). Methods of Multivariate Analysis. New York: Wiley
- Tong, Y. L. (1990). The multivariate normal distribution. Springer Series in Statistics. New York: Springer-Verlag. doi:10.1007/978-1-4613-9655-0. ISBN 978-1-4613-9657-4
- ^ a b c Lapidoth, Amos (2009). A Foundation in Digital Communication. Cambridge University Press. ISBN 978-0-521-19395-5
- ^ Gut, Allan (2009). An Intermediate Course in Probability. Springer. ISBN 978-1-441-90161-3
- ^ Kac, M. (1939). “On a characterization of the normal distribution”. American Journal of Mathematics 61 (3): 726–728. doi:10.2307/2371328. JSTOR 2371328.
- ^ Sinz, Fabian; Gerwinn, Sebastian; Bethge, Matthias (2009). “Characterization of the p-generalized normal distribution”. Journal of Multivariate Analysis 100 (5): 817–820. doi:10.1016/j.jmva.2008.07.006.
- ^ UIUC, Lecture 21. The Multivariate Normal Distribution, 21.5:"Finding the Density".
- ^ Hamedani, G. G.; Tata, M. N. (1975). “On the determination of the bivariate normal distribution from distributions of linear combinations of the variables”. The American Mathematical Monthly 82 (9): 913–915. doi:10.2307/2318494. JSTOR 2318494.
- ^ Wyatt, John. “Linear least mean-squared error estimation”. Lecture notes course on applied probability. 2012年1月23日閲覧。
- ^ 周辺分布についての正式な証明は http://fourier.eng.hmc.edu/e161/lectures/gaussianprocess/node7.html 参照。
- ^ Gentle, J.E. (2009). Computational Statistics. Statistics and Computing. New York: Springer. pp. 315–316. doi:10.1007/978-0-387-98144-4. ISBN 978-0-387-98143-7
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