Joint probability distribution
Given random variables X,Y,…, a JPD is the distribution that gives the probability that each of X,Y,… fall in any particular range. In the case of only two random variables, this is called a bivariate distribution, which can be visualized three-dimensionally; with more, it is a multivariate distribution.
Much like any probability distribution, the input is a sample space and the output is a probability, and it can be expressed either in terms of a joint PDF or a joint CDF. These can in turn be used to find the marginal distribution for any specific variable, and the conditional distribution giving the probs for any subset of the variables conditional on particular values of the remaining variables.
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(2 years ago)