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Multivariate Distributions

In: Probability Theory and Applications

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  • Enders A. Robinson

Abstract

In probability theory the word “experiment” refers to any process that is nondeterministic to some particular observer. The observer’s uncertainty may be due to the nature of the process, the state of knowledge of the observer, or both. The study of probability theory is concerned with the analysis of abstractions, or models, of actual physical experiments. The formulation of a model requires a precise statement of an appropriate universe of possible outcomes. Another term for universe is sample space. The universe (or sample space) is a basic (i.e., elemental), mutually exclusive, and collectively exhaustive listing of all possible outcomes of a model of an experiment. That is, a sample space is made up of members that are EEE (which stands for elemental, exclusive, and exhaustive). The members, which are the possible outcomes of the experiment, are also known as the sample points of the sample space. The various events are sets of sample points. Set theory provides the algebra of events.

Suggested Citation

  • Enders A. Robinson, 1985. "Multivariate Distributions," Springer Books, in: Probability Theory and Applications, chapter 5, pages 125-187, Springer.
    • Handle: RePEc:spr:sprchp:978-94-009-5386-4_5
    DOI: 10.1007/978-94-009-5386-4_5
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