CONTENTS 5.1 Random Vectors and Joint Probability Distributions 5.2 Marginal Distributions 5.3 Conditional Distributions 5.4 Independence 5.5 Bivariate Transformation 5.6 Bivariate Normal Distribution 5.7 Expectations and Covariance 5.8 Joint Moment Generating Function 5.9 Implications of Independence on Expectations 5.10 Conditional Expectations 5.11 Conclusion Multivariate Probability Distributions Introduction to Statistics and Econometrics Juy1,2019 2/370Multivariate Probability Distributions Introduction to Statistics and Econometrics July 1, 2019 2/370 5.1 Random Vectors and Joint Probability Distributions 5.2 Marginal Distributions 5.3 Conditional Distributions 5.4 Independence 5.5 Bivariate Transformation 5.6 Bivariate Normal Distribution 5.7 Expectations and Covariance 5.8 Joint Moment Generating Function 5.9 Implications of Independence on Expectations 5.10 Conditional Expectations 5.11 Conclusion CONTENTS