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A Riemannian geometry of the multivariate normal model. (English) Zbl 0579.62033

This paper deals with the geometry of multivariate normal distributions. First a representation of the model as a differentiable manifold is given. Then using the Fisher information as a Riemannian metric, the Riemannian geometry of the model has been studied. The theory has been illustrated by some examples from statistical inference.
Reviewer: A.K.Gupta

MathOverflow Questions:

Complete statistical manifolds

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H10 Multivariate distribution of statistics
53B20 Local Riemannian geometry
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