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What is a «joint probability distribution»?

mathematics
theory
glossary
probability-theory
(Dmitry Fedyuk) #1

Given random variables X, Y, , that are defined on a probability space, the joint probability distribution for X, Y, is a probability distribution that gives the probability that each of X, Y, falls in any particular range or discrete set of values specified for that variable.

en.wikipedia.org/wiki/Joint_probability_distribution

A joint probability distribution shows a probability distribution for two (or more) random variables.

statisticshowto.datasciencecentral.com/joint-probability-distribution

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