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Date: 24-9-2018
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Date: 21-5-2019
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A multivariate is a vector each of whose elements is a variate. The variates need not be independent, and if they are not, a correlation is said to exist between them.
The term "multivariate" is also used as an adjective to mean involving many variables, as opposed to one (univariate) or two (bivariate).
REFERENCES:
Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 5, 2000.
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