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Multivariate Random Variables

  • Allan Gut
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

One-dimensional random variables are introduced when the object of interest is a one-dimensional function of the events (in the probability space (,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 Joint Density 
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-Verlag New York 2009

Authors and Affiliations

  1. 1.Department of MathematicsUppsala UniversityUppsalaSweden

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