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In mathematics, probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value. The individual variables in a random vector are grouped together because there may be correlations among them — often they represent different properties of an individual statistical unit (e.g. a particular person, event, etc.). Normally each element of a random vector is a real number. Random vectors are often used as the underlying implementation of various types of aggregate random variables, e.g. a random matrix, random tree, random sequence, random process, etc. More formally, a multivariate random variable is a column vector (or its transpose, which is a row vector) whose components are scalar-valued random variables on the same probability space , where is the sample space, is the sigma-algebra (the collection of all events), and is the probability measure (a function returning each event's probability). ==Probability distribution== Every random vector gives rise to a probability measure on with the Borel algebra as the underlying sigma-algebra. This measure is also known as the joint probability distribution, the joint distribution, or the multivariate distribution of the random vector. The distributions of each of the component random variables are called marginal distributions. The conditional probability distribution of given is the probability distribution of when is known to be a particular value. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Multivariate random variable」の詳細全文を読む スポンサード リンク
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