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Joint probability density (fX,Y​(x,y))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Probability density function
Created 2026-09-29 Updated 2026-10-05  0 By others on same topic  0 Discussions Create my own version
A joint probability density fX,Y​ satisfies
P((X,Y)∈A)=∬A​fX,Y​(x,y)dxdy.
(1)
Its coordinate integrals are the marginal densities, and integrating it over a rectangle gives the corresponding joint distribution function.

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  1. Probability density function
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 Incoming links (5)

  • Conditional density
  • Joint distribution of Brownian motion and its running maximum
  • Marginal density
  • Past exam of the mathematics course of the University of Cambridge / 2017 / ia / Paper 2 / 4F / i / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 29K / b / ii / Solution

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