Talk:Multivariate random variable
Page contents not supported in other languages.
From Wikipedia, the free encyclopedia
This article is rated Start-class on Wikipedia's content assessment scale.
It is of interest to the following WikiProjects:
It is of interest to the following WikiProjects:
WikiProject icon This article is within the scope of WikiProject Statistics , a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics
Low This article has been rated as Low-importance on the importance scale.
WikiProject icon This article is within the scope of WikiProject Mathematics , a collaborative effort to improve the coverage of mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.MathematicsWikipedia:WikiProject MathematicsTemplate:WikiProject Mathematicsmathematics
Low This article has been rated as Low-priority on the project's priority scale.
Probability space
[edit ]Quote:
- More formally, a multivariate random variable is a column vector X = (X1, ..., Xn)T (or its transpose, which is a row vector) whose components are scalar-valued random variables on the same probability space (Ω, \scriptstyle \mathcal{F}, P), where Ω is the sample space, \scriptstyle \mathcal{F} is the sigma-algebra (the collection of all events), and P is the probability measure (a function returning every event's probability).
The probability space of the scalar components of this vector is the same as the probability space of the entire vector? The sample space {\displaystyle \Omega } for individual components should correspond to the cardinality of that specific scalar random variable, or perhaps I don't understand what "same" means here. 217.77.157.57 (talk) 11:02, 19 February 2013 (UTC) [reply ]
- It meant "on the same probability space as each other". I'll clarify it there. Thanks for pointing it out. Loraof (talk) 17:51, 7 January 2017 (UTC) [reply ]