Multivariate distributions in Cartesian, polar and directional coordinates

The thesis focuses on the distributions of random vectors in Cartesian, polar and directional coordinates. In the thesis we derive formulas for probability density func- tions of two-dimensional vectors in polar and directional coordinates, three-dimensional vectors in spherical and directional coordinates and n-dimensional vectors in spherical coordinates. These formulas are shown on several examples of normal and uniform distri- butions. Finally, the thesis discusses differences between the probability density functions in particular coordinates systems.