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Date: 6-2-2021
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Date: 6-2-2021
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Date: 5-4-2021
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A joint distribution function is a distribution function in two variables defined by
(1) |
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(2) |
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(3) |
so that the joint probability function satisfies
(4) |
(5) |
(6) |
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(7) |
(8) |
Two random variables and are independent iff
(9) |
for all and and
(10) |
A multiple distribution function is of the form
(11) |
REFERENCES:
Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. New York: Oxford University Press, 1992.
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