multivariate distribution


multivariate distribution

[¦məl·tē′ver·ē·ət ′dis·trə′byü·shən] (mathematics) For two or more random variables, X 1, X 2, …, and Xn, the distribution which gives the probability that X 1 = x 1, X 2 = x 2, …, and Xn = xn for all values, x 1, x 2, …, and xn, of X 1, X 2, …, and Xn respectively.