Multidimensional Gaussian distributions:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
1964
|
| Series: | The SIAM series in applied mathematics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 129 S. |
Staff View
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Record in the Search Index
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| adam_text | Contents
1. Quadratic Forms, 1
1. Introduction, 1
2. Quadratic Forms, 2
3. Some Matrix Theorems, 5
4. Covariance Matrices, 7
5. Generalized Spherical Coordinates, 9
6. Integrals of Quadratic Forms, 15
2. Multidimensional Distributions, 20
1. The Gaussian Distribution, 20
2. Rayleigh Distributions, 26
3. Distributions of Products, 42
4. Distributions of Quotients, 50
5. Miscellaneous Distributions, 56
6. An Envelope Distribution, 66
3. Miscellaneous Results, 70
1. The Moment Generating Function, 70
2. Moments of the Rayleigh Distribution, 72
3. The Characteristic Function, 75
4. Regression Functions and Linear Least Squares, 83
5. Singular Distributions, 88
4. Some Applications to Gaussian Noise, 93
1. Gaussian Processes, 93
2. Additive Noise, 95
vii
Viii CONTENTS
3. Multiplicative Noise, 99
4. Passage of Gaussian Noise through a Linear Filter, 103
5. Covariance Function of Output Noise, 106
6. Multiparameter Estimation, 110
Appendix 1. Identities Involving Special Functions, 113
Appendix 2. Multiple Integrals, 117
Bibliography, 121
Index, 125
|
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:37:17Z |
| institution | BVB |
| language | English |
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| physical | VIII, 129 S. |
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| publishDate | 1964 |
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| publisher | Wiley |
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| series2 | The SIAM series in applied mathematics |
| spelling | Miller, Kenneth S. Verfasser aut Multidimensional Gaussian distributions by Kenneth S. Miller New York [u.a.] Wiley 1964 VIII, 129 S. txt rdacontent n rdamedia nc rdacarrier The SIAM series in applied mathematics Gauss, Carl Friedrich, 1777-1855 - Processus de Gauss Gauss, Loi de (statistique) ram Processus gaussiens Normalverteilung (DE-588)4075494-7 gnd rswk-swf Normalverteilung (DE-588)4075494-7 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001253209&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Miller, Kenneth S. Multidimensional Gaussian distributions Gauss, Carl Friedrich, 1777-1855 - Processus de Gauss Gauss, Loi de (statistique) ram Processus gaussiens Normalverteilung (DE-588)4075494-7 gnd |
| subject_GND | (DE-588)4075494-7 |
| title | Multidimensional Gaussian distributions |
| title_auth | Multidimensional Gaussian distributions |
| title_exact_search | Multidimensional Gaussian distributions |
| title_full | Multidimensional Gaussian distributions by Kenneth S. Miller |
| title_fullStr | Multidimensional Gaussian distributions by Kenneth S. Miller |
| title_full_unstemmed | Multidimensional Gaussian distributions by Kenneth S. Miller |
| title_short | Multidimensional Gaussian distributions |
| title_sort | multidimensional gaussian distributions |
| topic | Gauss, Carl Friedrich, 1777-1855 - Processus de Gauss Gauss, Loi de (statistique) ram Processus gaussiens Normalverteilung (DE-588)4075494-7 gnd |
| topic_facet | Gauss, Carl Friedrich, 1777-1855 - Processus de Gauss Gauss, Loi de (statistique) Processus gaussiens Normalverteilung |
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