What is univariate and multivariate distribution？

Univariate distribution refers to a probability distribution that involves only one random variable. In other words, it describes the probability of a single event occurring.

Multivariate distribution, on the other hand, refers to a probability distribution that involves multiple random variables. It describes the probability of multiple events occurring simultaneously and is used when analyzing complex systems or data sets with multiple variables. Multivariate distributions can be joint distributions, conditional distributions, or marginal distributions.