n-Variate Random Vector

From GM-RKB
Jump to navigation Jump to search

A n-Variate Random Vector is a Random Variable Vector that ...



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.