Joint Distribution Function (original) (raw)
A joint distribution function is a distribution function in two variables defined by
so that the joint probability function satisfies
(4) |
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(5) |
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(8) |
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Two random variables and
are independent iff
(9) |
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for all and
and
(10) |
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A multiple distribution function is of the form
(11) |
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See also
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References
Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. New York: Oxford University Press, 1992.
Referenced on Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Joint Distribution Function." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/JointDistributionFunction.html