probability, and statistics, a multivariate random variable or random vector is a list or vector of mathematical variables each of whose value is unknown...

real-valued random variables, each of which clusters around a mean value. The multivariate normal distribution of a k-dimensional random vector X = (...

and analysis of more than one outcome variable, i.e., multivariate random variables. Multivariate statistics concerns understanding the different aims...

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which...

distribution, and such functions exist for either scalar or multivariate random variables whose domain is discrete. A probability mass function differs...

division algorithm Multivariate optical computing Multivariate analysis Multivariate random variable Multivariate regression Multivariate statistics Univariate...

specify the distribution of multivariate random variables. The cumulative distribution function of a real-valued random variable X {\displaystyle X} is the...

two variables. The variables may be two columns of a given data set of observations, often called a sample, or two components of a multivariate random variable...

In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices...

population (sampling without replacement from a finite population). A random variable X {\displaystyle X} follows the hypergeometric distribution if its...

the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors...

the random variable Y = a T X {\displaystyle Y=a^{T}X} should have a univariate Cauchy distribution. The characteristic function of a multivariate Cauchy...

and Random Processes (2nd ed.). Academic Press. p. 128. ISBN 9780128010358. Richard Arnold Johnson; Dean W. Wichern (2007). Applied Multivariate Statistical...

{\displaystyle p(Y)} Given random variables X , Y , … {\displaystyle X,Y,\ldots } , that are defined on the same probability space, the multivariate or joint probability...

multivariate model can contain both discrete and continuous variables. For instance, a simple mixed multivariate model could have a discrete variable...

called multivariate. A univariate distribution gives the probabilities of a single random variable taking on various different values; a multivariate distribution...

generalization of the multivariate normal distribution to matrix-valued random variables. The probability density function for the random matrix X (n × p)...

redirects to Multivariate probit model Multivariate random variable Multivariate stable distribution Multivariate statistics Multivariate Student distribution –...

notion of characteristic functions generalizes to multivariate random variables and more complicated random elements. The argument of the characteristic function...

degenerate distribution: the Dirac measure. Degeneracy of a multivariate distribution in n random variables arises when the support lies in a space of dimension...

Hotelling's T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution...

{\theta }}:=(\theta _{1},\theta _{2},\dots \theta _{m})} for a multivariate random variable Y := ( Y 1 , Y 2 , … Y m ) {\displaystyle {\boldsymbol {Y}}:=(Y_{1}...

case there are k+p dependent variables whose linear combination follows a multivariate normal distribution, multivariate variance-covariance matrix homogeneity...

A bivariate map or multivariate map is a type of thematic map that displays two or more variables on a single map by combining different sets of symbols...

continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then...

Constant random variable Expected value Jensen's inequality Variance Standard deviation Geometric standard deviation Multivariate random variable Joint probability...

element in a set, that element is unchanged Neutral vector, a multivariate random variable that exhibits a particular type of statistical independence (Dirichlet...

probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables. The...

is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is f ( x ) =...

mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all of its entries are sampled randomly from a probability...