N-Variate Random Vector
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A n-Variate Random Vector is a Random Variable Vector that ...
- See: Bivariate Random Vector, Discrete Random Vector, Continuous Random Vector, Joint Probability Mass Function, Conditional Probability Mass Function, Conditional Probability Density Function.
References
2006
- (Dubnicka, 2006e) ⇒ Suzanne R. Dubnicka. (2006). “Random Vectors and Multivariate Distributions - Handout 5." Kansas State University, Introduction to Probability and Statistics I, STAT 510 - Fall 2006.
- TERMINOLOGY : If X and Y are random variables, then (X, Y ) is called a bivariate random vector. In general, if X1,X2, ...,Xn denote n random variables, then X = (X1,X2, ...,Xn) is called an n-variate random vector. For much of this chapter, we will consider the n = 2 bivariate case. However, all ideas discussed herein extend naturally to higher dimensional settings.