SI&DA - Multivariate Distributions

Multivariate Distributions

SIandDADefinition

To know everything about a multivariate distribution model we also need every possible combination of its joint CDFs : → In the particular case of 2 distributions as seen above, to have a complete model we still need the joint CDF $F_{x_1,x_2}(x_1,x_2)$.

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Properties of Multivariate CDF

SIandDATheorem

→ SI&DA - Definition of ‘CDF (Cumulative Distribution Function)’