Multivariate Probability Function

A multivariate probability function is a probability function that is a multivariate function (accepts two or more random variables from their own sample space).

• Context:
  • It can (often) be associated to a Multivariate Probability Distribution Family.
  • It can range from being a Multivariate Discrete Probability Function to being a Multivariate Continuous Probability Function.
  • It can be associated with a Multinomial Process.
• Example(s):
  • a Conditional Probability Function.
  • a Joint Probability Function.
  • a Multivariate Normal Probability Function, for a multivariate normal distribution.
  • …
• Counter-Example(s):
  • a Univariate Probability Function, for a univariate probability distribution.
• See: Multivariate, Probability Distribution, Multidimensional Probability Distribution, Multivariate Statistics, Two-Dice Roll Experiment.

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References

• http://en.wikipedia.org/wiki/Joint_probability_distribution#General_multidimensional_distributions

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