A probability distribution whose sample space is one-dimensional (for example real numbers, list of labels, ordered labels or binary) is called [[Univariate distribution|univariate]], while a distribution whose sample space is a [[vector space]] of dimension 2 or more is called [[Multivariate distribution|multivariate]]. A univariate distribution gives the probabilities of a single [[random variable]] taking on various alternative values; a multivariate distribution (a [[joint probability distribution]]) gives the probabilities of a [[random vector]] – a list of two or more random variables – taking on various combinations of values. Important and commonly encountered univariate probability distributions include the [[binomial distribution]], the [[hypergeometric distribution]], and the [[normal distribution]]. The [[multivariate normal distribution]] is a commonly encountered multivariate distribution. | A probability distribution whose sample space is one-dimensional (for example real numbers, list of labels, ordered labels or binary) is called [[Univariate distribution|univariate]], while a distribution whose sample space is a [[vector space]] of dimension 2 or more is called [[Multivariate distribution|multivariate]]. A univariate distribution gives the probabilities of a single [[random variable]] taking on various alternative values; a multivariate distribution (a [[joint probability distribution]]) gives the probabilities of a [[random vector]] – a list of two or more random variables – taking on various combinations of values. Important and commonly encountered univariate probability distributions include the [[binomial distribution]], the [[hypergeometric distribution]], and the [[normal distribution]]. The [[multivariate normal distribution]] is a commonly encountered multivariate distribution. |