The notion of random variables can be generalized to the case of two (or more) dimensions. In this textbook, we consider in detail only two-dimensional random vectors. However, the extension of the various definitions to the multidimensional case is immediate. In this chapter, we also state the most important theorem in probability theory, namely the central limit theorem.
KeywordsExponential Distribution Random Vector Central Limit Theorem Independent Random Variable Light Bulb
Unable to display preview. Download preview PDF.