Multidimensional Random Variable
is a random variable in when
for all , equivalently when every coordinate is a real random variable.
Definition 3.4 (Multidimensional Random Variable)
is called a random variable in if
is a function such that ,
Equivalently, all are real random variables.
Related
Stated in
- Definition 3.4 (Multidimensional Random Variable)§3 Discrete Random Variables