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You are here: Home Stats Department Introduction to probability - IN TRANSLATION Samdreifingar Samþéttiföll samfelldra hendinga

Samþéttiföll samfelldra hendinga

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Skilgreining: Fyrir samfelldar hendingar nefnist fallið $ f$ samþéttifall hendinganna $ X_1, \ldots , X_n$ ef rita má
$\displaystyle P[X_1 \leq x_1, X_2 \leq x_2, \ldots , X_n \leq x_n]=$      
$\displaystyle \int_{-\infty}^{x_1}
f(t_1, t_2, \ldots , t_n)dt_n \ldots dt_1$      

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