Joint probability distribution

Uncommon card · No. 170878

Given random variables X , Y , … {\displaystyle X,Y,\ldots } , that are defined on the same probability space, the joint probability distribution or multivariate probability distribution for X , Y , … {\displaystyle X,Y,\ldots } is a probability distribution that gives the probability that each of X , Y , … {\displaystyle X,Y,\ldots } falls in any particular range or discrete set of values specified for that variable. In the case of only two random variables, this is called a bivariate distribution, but the concept generalizes to any number of random variables. The joint probability distribution can be expressed in terms of a joint cumulative distribution function and either in terms of a joint probability density function (in the case of continuous variables) or...

Read on Wikipedia · Image IkamusumeFan, CC BY-SA 3.0