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BUILT-IN MATHEMATICA SYMBOL
ProductDistribution
ProductDistribution[dist1, dist2, ...]
represents the joint distribution with independent component distributions 
, 
, ....
Details
- 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.
Examplesopen all
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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