Multivariate Normal Distribution, The: Theory And Applications

Format: Hardback
Length: 496 pages
Publication date: 10 May 2021
Publisher: World Scientific Publishing Co Pte Ltd

This book offers readers practical applications of the normal distribution, often referred to as the multinormal distribution, which is commonly approached using matrices for convenience. The author aims to make the arguments less abstract and therefore begins with the univariate case and gradually progresses to the vector and matrix cases. The approach used in the book is gradual, moving from one scalar variable to a vector variable and then to a matrix variable. The author presents the unified aspect of normal distribution and also addresses various other topics, such as random matrix theory in physics. Other well-known applications, such as Herrnstein and Murray's argument that human intelligence is significantly influenced by both inherited and environmental factors, will be discussed in this book. It is a more accurate predictor of many personal dynamics, including financial income, job performance, birth out of wedlock, and involvement in crime, than an individual's parental socioeconomic status or education level and deserves to be mentioned and discussed.

ISBN-13: 9789811235283