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5.2.1 Joint Probability Density Function (PDF). Here, we will define jointly continuous random variables. Basically, two random variables are jointly continuous ...

For three or more random variables, the joint PDF, joint PMF, and joint CDF are defined in a similar way to what we have already seen for the case of two ...

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[p.154 (p.142)] In general, if X and Y are two random variables, the probability distribution that defines their smultaneous behavior is called a joint.