Individuals vary, but percentages remain constant. So says the statistician. Sherlock Holmes in “The Sign of Four” A random vector is a vector of random variables. A random vector X ∈ Rp has a multivariate cumulative distribution function (cdf) and a multivariate probability density function (pdf). They are defined as:
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© 2007 Springer Science+Business Media, LLC
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(2007). Multivariate Distributions. In: Multivariate Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-73508-5_4
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DOI: https://doi.org/10.1007/978-0-387-73508-5_4
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