A random vector is an ordered collection 
of random variables
defined on the same probability space. Its joint distribution function is
The expectation value of 
is the vector of component expectations, and its covariance
matrix has entries 
.
Each component and each subvector has a marginal
distribution obtained from the joint distribution.
See also
Covariance Matrix,
Joint Distribution Function,
Marginal Distribution,
Random Variable
Explore with Wolfram|Alpha
References
Casella, G. and Berger, R. L. Statistical
Inference, 2nd ed. Pacific Grove, CA: Duxbury, 2002.
Cite this as:
Weisstein, Eric W. "Random Vector." From
MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RandomVector.html
Subject classifications
