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Published in:
1993 | OriginalPaper | Chapter
Multivariate Random Variables
Author : Marc A. Berger
Published in: An Introduction to Probability and Stochastic Processes
Publisher: Springer New York
Included in: Professional Book Archive
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Until now we have been restricted in our consideration of two random variables X and Y, together. We could only talk about, say, the distribution of X + Y or some function f(X, Y), in the special case where Y is a (Borel) function of X, or where X and Y are both (Borel) functions of some third random variable Z. Now we shall dicuss the analysis of joint random variables X and Y in a more general setting.