Abstract3.1 Random variables3.2 Mean, median, and mode3.3 Variance3.4 Two important probability density functions3.5 Functions of a random variable3.6 Joint probabilities3.7 Bayesian inference3.8 Joint probability density functions3.9 Covariance3.10 Multivariate distributions3.11 The multivariate Normal distributions3.12 Linear functions of multivariate dataProblems