Chapter 4 Multivariate distributions
RS – 4 – Multivariate Distributions 2 Joint Probability Function Definition: Joint Probability Function Let X1, X2, …, Xk denote k discrete random variables, then p(x1, x2, …, xk) is joint probability function of X1, X2, …, Xk if 1 2. , , 11 n n xx px x 1. 0 , , 1 px x 1 n
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