ProductDistribution

ProductDistribution[dist1, dist2, ...]
represents the joint distribution with independent component distributions , , ....

DetailsDetails

  • The probability density for ProductDistribution[dist1, dist2, ...] is given by where is the PDF of , is the PDF of , etc.
  • The notation indicates that is repeated n times.
  • The distributions can be any combination of univariate, multivariate, continuous, or discrete distributions.
  • ProductDistribution can be used with such functions as Mean, CDF, and RandomVariate.

ExamplesExamplesopen allclose all

Basic Examples (3)Basic Examples (3)

Define a two-dimensional distribution for independent normal random variables:

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Define a two-dimensional distribution for independent identically distributed components:

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Define a multivariate distribution with continuous and discrete components:

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