Multivariate Probability Distribution is a type of probability distribution involving multiple random variables. This is contrasted to Univariate Probability Distributions

MPD - Representation Forms

Joint Probability Distribution

  • MPD is represented as 𝐏(𝑋,𝑌)
  • more expressive than Conditional PD
  • requires more parameters than Conditional PD

Conditional Probability Distribution

  • MPD is represented as 𝐏(𝑋|𝑌)𝐏(𝑌) or 𝐏(𝑌|𝑋)𝐏(𝑋)
  • less expressive than Joint PD
  • requires fewer parameters than Joint PD

MPD - Types

MPD - Other