Multivariate Random Variables

  • Allan GutEmail author
Part of the Springer Texts in Statistics book series (STS)


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.


Random Vector Joint Distribution Marginal Distribution Independent Random Variable Joint Density 
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Copyright information

© Springer-Verlag New York 2009

Authors and Affiliations

  1. 1.Department of MathematicsUppsala UniversityUppsalaSweden

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