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A random variable or stochastic variable is a value that is subject to chance variation (i.e., randomness in a mathematical sense).

1 vote
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Reference request: statement about jointly Gaussian RV

I found a theorem online https://people.eecs.berkeley.edu/~ananth/223Spr07/jointlygaussian.pdf Is there a secondary reference for this theorem?
Concu Bine's user avatar
2 votes
1 answer
362 views

What does it mean to generate a random variable from a distribution when random variable is ...

I am looking at a reference for sampling from a distribution, and the first step of the so-called algorithm states:http://www.columbia.edu/~ks20/4703-Sigman/4703-07-Notes-ARM.pdf Generate a random v …
Concu Bine's user avatar