On Singular Multivariate Normal Distribution and Its Applications
The methods of evaluating the singular multivariate normal distribution have been commonly applied even though the complete analytical proofs are not found. Recently, those evaluation methods are shown to have some errors. In this paper we present a new approach with a complete proof for evaluating...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1996
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/198 |
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| Institution: | Singapore Management University |
| Language: | English |