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