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单词 Multivariate random variable
释义

Multivariate random variable

英语百科

Multivariate random variable

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. For example, while a given person has a specific age, height and weight, the representation of any person from within a group would be a random vector. Normally each element of a random vector is a real number.

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