Chapter

Random Variables

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI: http://dx.doi.org/10.1093/0198774036.003.0008

Series: Advanced Texts in Econometrics

 Random Variables

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Specializing the concepts of Ch. 7 to the case of real variables, this chapter introduces distribution functions, discrete and continuous distributions, and describes examples such as the binomial, uniform, Gaussian, and Cauchy distributions. It then treats multivariate distributions and the concept of independence.

Keywords: binomial distribution; continuous distribution; discrete distribution; distribution function; Gaussian distribution; independence; multivariate distribution; probability density function; random variable; uniform distribution

Chapter.  5643 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

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