Two Dimensional and Multi-Dimensional Distributions

Abstract

Until now, we have considered mostly problems involving a single random variable. However, often we have two or more variables. We may have an event characterized by energy and angle, or temperature and pressure, etc. Sometimes the two variables are completely independent, but often they are strongly correlated. In this chapter, we will examine general two and n dimensional probability distributions and also the generalization of the normal distribution to two and more dimensions.