joint distribution

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The joint distribution of two or more random variables is concerned with the way in which the probability of their taking certain values, or values within certain intervals, varies. It may be given by the joint cumulative distribution function. More commonly, the joint distribution of some number of discrete random variables is given by their joint probability mass function, and that of some number of continuous random variables by their joint probability density function. For two variables it may be called the bivariate and, for more than two, the multivariate distribution.

Subjects: Mathematics.

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