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Multivariate Random Variables

  • Allan Gut

Abstract

One-dimensional random variables are introduced when the object of interest is a one-dimensional function of the events (in the probability space (Ω, F, P)); recall Section 4 of the Introduction. In an analogous manner, we now define multivariate random variables, or random vectors, as multivariate functions.

Keywords

Random Vector Joint Distribution Marginal Distribution Independent Random Variable Continuous Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  • Allan Gut
    • 1
  1. 1.Department of MathematicsUppsala UniversityUppsalaSweden

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