6. Multivariate probability laws

In the previous paragraphs, the probability laws involved only one variable. In practice, this is not necessarily the case, as many processes result from the contribution of two or more variables. The application of probability laws involving several variables will be discussed in greater detail in the article [R 221] devoted to statistical tests. This sixth paragraph will therefore be extended to cover probability laws involving more than one variable. First of all, we shall study processes involving two independent discrete or continuous variables, extending the concepts of probability density function, moments of order n and characteristic function to this case.

The sub-section ...