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Chapter 4 Multivariate Random Variables, Correlation, and ...
igppweb.ucsd.eduVersion 1.4 Multivariate Probability 4-3 Figure 4.2 X2 falling in a certain range is not unrelated to the probability ofX1 falling in a cer- tain (perhaps different) range: for example,if X1 is around zero, X2 will tend to be; if X1 is far from zero, X2 will be positive.Wewill see how to formalize this later.Itis this ability to express relationships that makes multivariate probability suchause-