1.4 Multivariate Random Variables

In the previous we discuss the random variables in one dimension. This chapter will introduce the concept of multivariate random variables.

1.4.1 Joint distributions

1.4.1.1 Marginal Distribution

1.4.1.2 Sum of two independent random variables

convolution formula

1.4.2 Change of variables

TBD

1.4.3 Families of multivariate distributions

1.4.3.1 Trinomial distribution

1.4.3.2 Bivariate hypergeometric distribution

1.4.3.3 Multivariate normal distribution

1.4.3.4 Wishart distribution

1.4.3.5 Wilks’ lambda distribution

1.4.3.6 Hotelling’s \(T^2\)-distribution