In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given ...

A random variable is one whose value is unknown or a function that assigns values to each of an experiment’s outcomes. A random variable can be discrete or continuous.

This paper presents an algorithm for generating correlated vectors of random numbers. The user need not fully specify the joint distribution function; instead, the user "partially specifies" only the ...

It includes discrete and continuous random variables, their probability distributions and analytical and statistical methods for determining the mean, variance and higher order moments that ...

The course covers the probability, distribution theory and statistical inference needed for third year courses in statistics and econometrics. Michaelmas term: Events and their probabilities. Random ...

A continuous distribution refers to a random variable drawn from an infinite set. Examples of continuous random variables include speed, distance, and some asset returns.