Package dev.nm.stat.distribution.multivariate

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 onedimensional (univariate) Normal distribution to higher dimensions.MultivariateTDistribution The multivariate T distribution or multivariate Student distribution, is a generalization of the onedimensional (univariate) Student's tdistribution to higher dimensions.