ABSTRACT
In this chapter we show that all the distribution functions introduced in Chapter 3 induce Borel probability measures in the respective range spaces https://www.w3.org/1998/Math/MathML"> ℝ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003260547/1539354b-4ff6-4752-881b-983ba2324ebc/content/math6_1.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> or https://www.w3.org/1998/Math/MathML"> ℝ n . https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781003260547/1539354b-4ff6-4752-881b-983ba2324ebc/content/math6_2.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/> Specifically, we address distribution functions that are:
univariate (Definition 3.1);
joint (Definition 3.28);
marginal (Definition 3.34);
conditional (Definition 3.39).
