Univariate and Multivariate Normal Distributions

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In this lecture we continue our review of results from distribution theory.

Here are the specific topics we will cover:

The Normal Distribution
--Univariate Normal Distribution
--Bivariate Normal Distribution
--Multivariate Normal Distribution
Distributions of Linear Transformations of Normal Random Variables
Standardizing a Random Variable
Studentizing an Estimator

Here is the textbook we are using:
Title: "Introduction to Linear Regression Analysis 5th Edition"
Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining.
ISBN-13: 978-0470542811
ISBN-10: 0470542810

Software Packages Used:

Chapters

0:00 Introduction
0:53 Outline
1:42 Univariate Normal Distribution
9:51 Bivariate Normal Distribution
21:33 Multivariate Normal Distribution
29:22 Distributions of Linear Transformations of normal Random Variables
46:17 Standardizing a Random Variable
51:36 Application to Estimators
53:33 Studentizing an Estimator
  1. Kevin S. McCarter, Ph.D.
  2. Statistics
  3. Linear Regression
  4. Regression
  5. Data Analysis
  6. Analytics
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