diff --git a/education/statistics/multivariate-distribution.html b/education/statistics/multivariate-distribution.html index feaf2c5..feedd76 100644 --- a/education/statistics/multivariate-distribution.html +++ b/education/statistics/multivariate-distribution.html @@ -2,7 +2,7 @@ title: 多變量分佈 (Multivariate Distribution) description: published: true -date: 2026-02-11T14:03:50.863Z +date: 2026-02-11T14:04:34.908Z tags: editor: ckeditor dateCreated: 2026-02-11T14:03:50.863Z @@ -20,139 +20,3 @@ dateCreated: 2026-02-11T14:03:50.863Z

The middle value of the random variable.
For median, set p to 0.5.

 

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Variance

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A positive quantity that measures the spread of the distribution of the random variable about its mean value.
Larger values of the variance indicate that the distribution is more spread out.

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Covariance

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Independent random variables have a covariance of zero.

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Correlation

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Values between -1 and 1, and independent random variables have a correlation of zero.

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What if random variable X and Y have linear relationship, that is

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That is, 

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Distribution Function

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 DiscreteContinuous
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Probability

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A set of probability value pi assigned to each of the values taken by the discrete random variables xi.

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Probability Mass Function (PMF)

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Probability

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Expectation

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Probability Density Function (PDF)

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Probabilistic properties of a continuous random variable.

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Expectation

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Cumulative

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A set of probability value pi assigned to each of the values taken by the discrete random variables xi.

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satisfying 

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satisfying 

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Marginal Probability

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Obtained by summing or integrating the joint probability distribution over the values of the other random variable.

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Conditional Probability

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The probabilistic properties of the random variable X under the knowledge provided by the value of Y.

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Independence

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Two random variables X and Y are said to be independent if:

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for all values i of X and j of Y.

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for all X and Y.

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