Probability & Statistical Inference · Probability Theory

Multidimensional random variables · Probability and mathematical statistics

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Mathematical Probability Chair

Overview

Topics covered

  • Introduction
  • Multidimensional Random Variables: The geometry of joint randomness
  • Random vectors and multidimensional sample spaces
  • Joint Cumulative Distribution Function (CDF)
  • 2.1 Fundamental Analytical Properties
  • Joint probability mass and density functions

Related concepts

Main connections

  • Calculus & differentiation
  • Variance & standard deviation
  • Linear algebra & matrices
  • Conditional probability & independence
  • Mean & expected value
  • Mathematical expectation & moments

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

𝐗:Ω⟶ℝn
View LaTeX source\mathbf{X}: \Omega \longrightarrow \mathbb{R}^n