Bivariate Continuous Random Variable

Probability Theory

There formulas here are almost identical to what we have seen in bivariate discrete random variable, so I would encourage you to read that first before coming here!!

Table of Contents :

1. Introduction
2. Mean / Variance / Covariance / Correlation
3. Bayes Theorem Formulation
4. Special Distribution — Bivariate Normal Distribution

Introduction

Refer this link for some questions on this topic to check your understanding!!

Mean / Variance / Covariance / Correlation

Formulas here are exactly same as what we saw in bivariate discrete random variable, just replace summation with integration. Refer to some questions here to gain some more clarity on how to apply these formulas.

Bayes Theorem Formulation

Special Distributions — Bivariate Normal Distribution