Joint Distributions (GATE ST) — Study Resources & PYQs
Jointly distributed random variables and their distribution functions, probability mass function, probability density function and their properties, marginal and conditional distributions, conditional expectation and moments, product moments, simple correlation coefficient, joint moment generating function, independence of random variables, functions of random vector and their distributions, distributions of order statistics, joint and marginal distributions of order statistics; multinomial distribution, bivariate normal distribution, sampling distributions: central chi-square, central 𝑡, and central 𝐹 distributions.