Package dev.nm.stat.distribution.multivariate
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Interface Summary Interface Description BivariateProbabilityDistribution A bivariate or joint probability distribution for X_1, X_2 is a probability distribution that gives the probability that each of X_1, X_2, ... falls in any particular range or discrete set of values specified for that variable.MultivariateProbabilityDistribution A multivariate or joint probability distribution for X, Y, ... is a probability distribution that gives the probability that each of X, Y, ... falls in any particular range or discrete set of values specified for that variable. -
Class Summary Class Description AbstractBivariateProbabilityDistribution DirichletDistribution The Dirichlet distribution (after Peter Gustav Lejeune Dirichlet), often denoted Dir(a), is a family of continuous multivariate probability distributions parametrized by a vector a of positive reals.MultinomialDistribution MultivariateNormalDistribution The multivariate Normal distribution or multivariate Gaussian distribution, is a generalization of the one-dimensional (univariate) Normal distribution to higher dimensions.MultivariateTDistribution The multivariate T distribution or multivariate Student distribution, is a generalization of the one-dimensional (univariate) Student's t-distribution to higher dimensions.