Definition: Random vector

Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Random variables ▷ Random vector

Definition: A random vector, also called “multivariate random variable”, is an $n$-dimensional column vector $X \in \mathbb{R}^{n \times 1}$ whose entries are random variables.

 

Sources:

• Wikipedia (2020): "Multivariate random variable"; in: Wikipedia, the free encyclopedia, retrieved on 2020-05-27; URL: https://en.wikipedia.org/wiki/Multivariate_random_variable.

Metadata: ID: D66 | shortcut: rvec | author: JoramSoch | date: 2020-05-27, 22:44.