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:
“Half the testimony in the Bobbitt case sounded like Sally Jesse Raphael. Juries watch programs like this and are ready to listen.”
—William Geimer, U.S. law educator. New York Times, p. B18 (January 28, 1994)
Related Phrases
Related Words