jointly normal random variables

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• Sum of normally distributed random variables — In probability theory, if X and Y are independent random variables that are normally distributed, then X + Y is also normally distributed; i.e. if :X sim N(mu, sigma^2),and :Y sim N( u, au^2),and X and Y are independent, then:Z = X + Y sim N(mu + …   Wikipedia

• Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

• Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… …   Wikipedia

• Complex normal distribution — In probability theory, the family of complex normal distributions consists of complex random variables whose real and imaginary parts are jointly normal.[1] The complex normal family has three parameters: location parameter μ, covariance matrix Γ …   Wikipedia

• Errors-in-variables models — In statistics and econometrics, errors in variables models or measurement errors models are regression models that account for measurement errors in the independent variables. In contrast, standard regression models assume that those regressors… …   Wikipedia

• Discrete choice — In economics, discrete choice problems involve choices between two or more discrete alternatives, such as entering or not entering the labor market, or choosing between modes of transport. Such choices contrast with standard consumption models in …   Wikipedia

• Marsaglia polar method — The polar method (attributed to George Marsaglia, 1964[1]) is a pseudo random number sampling method for generating a pair of independent standard normal random variables. While it is superior to the Box–Muller transform[citation needed], the… …   Wikipedia

• Normally distributed and uncorrelated does not imply independent — In probability theory, two random variables being uncorrelated does not imply their independence. In some contexts, uncorrelatedness implies at least pairwise independence (as when the random variables involved have Bernoulli distributions). It… …   Wikipedia

• statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… …   Universalium

• probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

• Correlation and dependence — This article is about correlation and dependence in statistical data. For other uses, see correlation (disambiguation). In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation …   Wikipedia