Introduction to turbulence/Statistical analysis/Multivariate random variables

From CFD-Wiki

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

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