Probability
The Analysis of Data, volume 1
Important Random Vectors: The Notes
$
\def\P{\mathsf{\sf P}}
\def\E{\mathsf{\sf E}}
\def\Var{\mathsf{\sf Var}}
\def\Cov{\mathsf{\sf Cov}}
\def\std{\mathsf{\sf std}}
\def\Cor{\mathsf{\sf Cor}}
\def\R{\mathbb{R}}
\def\c{\,|\,}
\def\bb{\boldsymbol}
\def\diag{\mathsf{\sf diag}}
\def\defeq{\stackrel{\tiny\text{def}}{=}}
$
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).