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Chapter 10 Joint densities - Yale University
www.stat.yale.edudescribe how one might calculate probabilities of the form Pf.X;Y/2Bgfor various sub-sets B of the plane. For example, how could one calculate PfX <Ygor PfX2 CY2 •9gor PfX CY •7g? <10.1> Definition. Say that random variables X and Y have a jointly continuous distribution with joint density function f.¢;¢/if †joint density Pf.X;Y/2BgD ZZ