Multivariate Random Variables

  • Allan Gut


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.


Random Vector Joint Distribution Marginal Distribution Independent Random Variable Continuous Random Variable 


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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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