Distributions and Matrices

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Some online resources concerning statistical distributions and matrices:

 

Distributions:

• Probability distribution on Wikipedia.
• Statistical distributions on Wolfram MathWorld.
• Handbook on statistical distributions (by Walck et al).
• A Primer on the exponential family of distributions (by Clark et al.).
• Information on stable distributions (by John Nolan).
• Distribution theory (lecture notes by Wichura).

 

Matrices:

• The Matrix Cookbook.
• Matrix Reference Manual.
• Review paper on random matrix theory (by A. Edelman and N. Raj Rao).
• SAMSI program on high-dimensional inference and random matrices.

 

Last modified:
October 20, 2006