Random_vector Random_vector

Random vector - Definition
Related Words: Aleatoric, Aleatory, Amorphous, Blurry, Chance, Chaotic

A multivariate random variable or random vector is a vector X=(X1,...,Xn) whose components are scalar-valued random variables on the same probability space (Ω, P). Every such random vector gives rise to a probability measure on Rn with the Borel algebra as underlying sigma-algebra. This measure is also known as the joint distribution of the random vector. The distributions of each of the component random variables Xi are called marginal distributions.

Contents
1 Conditional expectation
2 Independence
3 Covariance
4 Examples

Conditional expectation

Independence

Covariance

Examples

Multivariate Gaussian distribution


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Example Usage of Random
kiarytana: i wonder how much it would cost to have the cab come and sing at a birthday party? just a Random thought.[:
8reemah7: #Random I believe in sex before marriage... If da world agreed wit me divorce rates wouldn't be so high
AmityGay: ASmallWorld.net is the grownup (and wealthy) version of internet chat rooms circa '95. I get to chat with Random men from around the world.
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