Multivariate vs Mixture

Multivariate

Mixture

  • a Multivariate Model is defined as a 𝑘 dimensional random vector
  • a Mixture Model is defined as a random variable (which you can call a 1-dimensional random vector)
  • a Multivariate Model will strictly have a joint distribution of multiple variables
  • a Mixture Model can have either a distribution of one variable or joint distribution of more than one variable as the underlying distribution

Multivariate & Mixture Model Examples

Mixture Models

1 Model

2 Models

3 Models

1 Variable

Univariate

2 Variable

Bivariate

3 Variable

Trivariate

TODO

TODO

TODO