TY - CHAP
T1 - Multivariate Distributions and Copulas
AU - Czado, Claudia
N1 - Publisher Copyright:
© 2019, Springer Nature Switzerland AG.
PY - 2019
Y1 - 2019
N2 - Before we describe multivariate distribution, we review some notation and characteristics of univariate distributions. In general, we use capital letters for random variables and small letters for observed values, i.e., we write X= x. Here, we only consider absolutely continuous or discrete distributions, and therefore corresponding (conditional) densities or probability mass functions exist. In both cases, we use the letter f for densities or probability mass functions and the letter F for the corresponding distribution function.
AB - Before we describe multivariate distribution, we review some notation and characteristics of univariate distributions. In general, we use capital letters for random variables and small letters for observed values, i.e., we write X= x. Here, we only consider absolutely continuous or discrete distributions, and therefore corresponding (conditional) densities or probability mass functions exist. In both cases, we use the letter f for densities or probability mass functions and the letter F for the corresponding distribution function.
UR - http://www.scopus.com/inward/record.url?scp=85065761603&partnerID=8YFLogxK
U2 - 10.1007/978-3-030-13785-4_1
DO - 10.1007/978-3-030-13785-4_1
M3 - Chapter
AN - SCOPUS:85065761603
T3 - Lecture Notes in Statistics
SP - 1
EP - 25
BT - Lecture Notes in Statistics
PB - Springer Science and Business Media, LLC
ER -