Joint probability distribution

Given random variables X , Y , … {\displaystyle X,Y,\ldots } , that are defined on the same probability space, the multivariate or joint 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.

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