5. Random Vectors

  1. Liliana Blanco Castañeda1,
  2. Viswanathan Arunachalam2 and
  3. Selvamuthu Dharmaraja3

Published Online: 11 JUL 2012

DOI: 10.1002/9781118344972.ch5

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications

How to Cite

Castañeda, L. B., Arunachalam, V. and Dharmaraja, S. (2012) Random Vectors, in Introduction to Probability and Stochastic Processes with Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118344972.ch5

Author Information

  1. 1

    National University of Colombia, Bogotá, Colombia

  2. 2

    Universidad de los Andes, Bogotá, Colombia

  3. 3

    Indian Institute of Technology Delhi, New Delhi, India

Publication History

  1. Published Online: 11 JUL 2012
  2. Published Print: 11 JUN 2012

ISBN Information

Print ISBN: 9781118294406

Online ISBN: 9781118344972

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Keywords:

  • joint distribution;
  • random variables;
  • random vector;
  • correlation coefficient;
  • expected value

Summary

This chapter contains sections titled:

  • Joint Distribution of Random Variables

  • Independent Random Variables

  • Distribution of Functions of a Random Vector

  • Covariance and Correlation Coefficient

  • Expected Value of a Random Vector and Variance-Covariance Matrix

  • Joint Probability Generating, Moment Generating and Characteristic Functions