A joint probability density fX,Y satisfiesIts coordinate integrals are the marginal densities, and integrating it over a rectangle gives the corresponding joint distribution function.
P((X,Y)∈A)=∬AfX,Y(x,y)dxdy.
Ancestors (9)
- Probability density function
- Absolutely continuous probability distribution
- Continuous probability distribution
- Probability distribution
- Probability theory
- Probability and statistics
- Area of mathematics
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- Beta-gamma independence
- Conditional density
- Conditional distribution
- Correlation function of a point process
- Determinantal point process
- Independent exponential order-statistic spacings
- Independent minimum and gap of two exponential variables
- Joint distribution of Brownian motion and its running maximum
- Laguerre unitary ensemble
- Marginal density
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