Capítulo 4 Variáveis Aleatórias Multidimensionais

On passing from univariate to multivariate distributions, some essentially new features require attention. These are connected with relationships among sets of random variables and include regression, correlation, and, more generally, conditional distributions. (Johnson et al. 1997, 2)

References

Johnson, Norman Lloyd, Samuel Kotz, and Narayanaswamy Balakrishnan. 1997. Discrete Multivariate Distributions. John Wiley & Sons, Inc.