Introduction to turbulence/Statistical analysis/Multivariate random variables
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| - | == Joint pdfs and joint moments == | + | === Joint pdfs and joint moments === |
Often it is importamt to consider more than one random variable at a time. For example, in turbulence the three components of the velocity vector are interralated and must be considered together. In addition to the ''marginal'' (or single variable) statistical moments already considered, it is necessary to consider the '''joint''' statistical moments. | Often it is importamt to consider more than one random variable at a time. For example, in turbulence the three components of the velocity vector are interralated and must be considered together. In addition to the ''marginal'' (or single variable) statistical moments already considered, it is necessary to consider the '''joint''' statistical moments. | ||
| - | == The bi-variate normal (or Gaussian) distribution == | + | === The bi-variate normal (or Gaussian) distribution === |
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Revision as of 07:41, 1 June 2006
Joint pdfs and joint moments
Often it is importamt to consider more than one random variable at a time. For example, in turbulence the three components of the velocity vector are interralated and must be considered together. In addition to the marginal (or single variable) statistical moments already considered, it is necessary to consider the joint statistical moments.
The bi-variate normal (or Gaussian) distribution
dssd
