Multivariate Random Variables

Allan Gut
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Allan Gut: Uppsala University, Department of Mathematics

Chapter Chapter I in An Intermediate Course in Probability, 1995, pp 17-31 from Springer

Abstract: Abstract 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.

Keywords: Random Vector; Joint Distribution; Marginal Distribution; Independent Random Variable; Continuous Random Variable (search for similar items in EconPapers)
Date: 1995
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DOI: 10.1007/978-1-4757-2431-8_2

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