Classical statistical analysis based on a certain hypercomplex multivariate normal distribution

Summary Goodman 1963] generalized the real normal multivariate model to the complex case.Goodman 1963], andKhatri 1965] derived the sampling distribution theory underlying this model. The present paper generalizes the complex multivariate normal theory to the hypercomplex case. The hypercomplex case studied here includes Hamilton's quaternions, biquaternions, octonions, and bioctonions. It is shown that the complex case results straightforwardly generalize to the hypercomplex case.