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单词 Joint distribution function
释义

Joint distribution function

英语百科

Joint probability distribution



 







Many sample observations (black) are shown from a joint probability distribution. The marginal densities are shown as well.

In the study of probability, given at least two 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. In the case of only two random variables, this is called a bivariate distribution, but the concept generalizes to any number of random variables, giving a multivariate distribution.

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