Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

A comparison shows that the average run length (ARL) performance of this chart is similar to that of multivariate cumulative sum (CUSUM) control charts in detecting a shift in the mean vector of a ...

The statistical analysis of multivariate counts has proved difficult because of the lack of a parametric class of distributions supporting a rich enough correlation structure. With increasing ...

An introduction to the theory and application of modern multivariate methods used in the Social Sciences: Multivariate normal distribution, principal components analysis, factor analysis, latent ...