World Scientific Publishing Company The Multivariate Normal Distribution: Theory and Applications

This book provides the reader with user-friendly applications of normal distribution. In several variables it is called the multinormal distribution which is often handled using matrices for convenience. The author seeks to make the arguments less abstract and hence, starts with the univariate case and moves progressively toward the vector and matrix cases. The approach used in the book is a gradual one, going from one scalar variable to a vector variable and to a matrix variable. The author presents the unified aspect of normal distribution, as well as addresses several other issues, including random matrix theory in physics.Other well-known applications, such as Herrnstein and Murray's argument that human intelligence is substantially influenced by both inherited and environmental factors, will be discussed in this book. It is a better predictor of many personal dynamics ― including financial income, job performance, birth out of wedlock, and involvement in crime ― than are an individual's parental socioeconomic status, or education level, and deserve to be mentioned and discussed. About the Author Thu Pham-Gia is an Emeritus Professor at the Université de Moncton, New Brunswick, Canada. He obtained his BA from the University of Saigon (1966), his MA from the University of Hawaii (1969) and his PhD in Probability from the University of Toronto (1972). An active researcher, he was awarded several research grants over the years, published over 80 papers in refereed journals and served as a referee to a dozen North American and European Statistical journals.In order to have hands-on experience in Applied Statistics, he has worked at the Industrial Material Research Institute (Boucherville, Canada), Pratt and Whitney Canada (in Aerospace, Longueuil, Québec) and Bell Canada (in telecommunications, Montréal, Canada). He has also directed several educational development projects overseas, in statistics and management sciences, under the sponsorship of the Canadian International Development Agency (CIDA), AUPELP-UREF and FICU.