Multivariate Case
When dealing simultaneously with more than one random variable the joint cumulative distribution function can also be defined. For example, for a pair of random variables X,Y, the joint CDF is given by
where the right-hand side represents the probability that the random variable X takes on a value less than or equal to x and that Y takes on a value less than or equal to y.
Every multivariate CDF is:
- Monotonically non-decreasing for each of its variables
- Right-continuous for each of its variables.
- and
Read more about this topic: Cumulative Distribution Function
Famous quotes containing the word case:
“In case youve never done it, this is known as washing your hands.”
—Robert Pirosh, U.S. screenwriter, George Seaton, George Oppenheimer, and Sam Wood. Dr. Hugo Z. Hackenbush (Groucho Marx)