A multivariate probability distribution is one containing more than one random variable. There may or may not be any correlation among these random variables. A sample drawn from this distribution is a vector. Distributions.jl has implementations of commonly used multivariate functions—Multinomial, Multivariate Normal, and Dirichlet. They are implemented as follows:
Its type aliases are given as follows:
julia> typealias MultivariateDistribution{S<:ValueSupport} Distribution{Multivariate,S}
julia> typealias DiscreteMultivariateDistribution Distribution{Multivariate, Discrete}
julia> typealias ContinuousMultivariateDistribution Distribution{Multivariate, Continuous}
Most of the methods available to Univariate distributions are also available to Multivariate distributions.
