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1、NOTESONMULTIPLERANDOMVARIABLES1.1DISTRIBUTIONANDDENSITYFUNCTIONSTheconsiderationofmorethantworandomvariablesisbyandlargejusttheoftennaturalextensionsofthenotionsandresultsassociatedwiththeconsiderationoftworandomvariables.Thesefewpagesbrie?yrestatethemainpointsint
2、hegeneralcase.Givena?nitecollectionofnrandomvariablesX1,X2,...,Xn,theirjointstatisticalpropertiesarefullydeterminedbyspecifyingtheirjointdistributionfunctionde?nedbyFX1X2···Xn(x1,x2,...,xn)=P(X1?x1,X2?x2,...,Xn?xn).(1.1)The?vepropertiesthatweregivenearlierforthejo
3、intdistributionfunctionoftworandomvariablesapply(intheanalogousformsfornrandomvariables)tothegeneralsituation:Property1.1.FX1X2···Xn(1,1,...,1),limFX1X2···Xn(x1,x2,...,xn)=1.(1.2)xi!1alliProperty1.2.FX1X2···Xn(x1,x2,...,xm
