Multivariate Random Variables | Exam P Study Manual

The Actuarial Nexus

Section 3. Multivariate Random Variables

$p_{XY}(xy)$

3.0. Introduction to Multivariate Random Variables

$p_{X}(x)$

3.1. Marginal Distributions

$P(Y=y|X=x)$

3.2. Conditional Probability - Multivariate

$E[XY]$

3.3. Joint Moments

$Cov(X,Y)$

3.4. Covariance and Correlation Coefficient

$X_{(n)}$

3.5. Order Statistics

3.6. Sum of Independent Normal Random Variables

3.7. Sum of Independent Poisson Random Variables

3.8. Linear Combinations

$CLT$

3.9. Central Limit Theorem