The Analysis of Data, volume 1

Important Random Vectors: The Notes

5.6. Notes

Additional information on multinomial, multivariate Gaussian, and Dirichlet random vectors is available in most manuscripts specializing in distributions, for example (Forbes, 2010). A good source of additional information on multivariate Gaussian distribution is linear regression manuscripts, for example (Seber and Lee, 2003). Exponential family distributions are typically explored in statistics textbooks. A detailed description is available in (Brown, 1986).