Definition: Joint probability distribution
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The Book of Statistical Proofs ▷
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Joint distribution
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Metadata: ID: D56  shortcut: distjoint  author: JoramSoch  date: 20200517, 20:43.
Definition: Let $X$ and $Y$ be random variables with sets of possible outcomes $\mathcal{X}$ and $\mathcal{Y}$. Then, a joint distribution of $X$ and $Y$ is a probability distribution that specifies the probability of the event that $X = x$ and $Y = y$ for each possible combination of $x \in \mathcal{X}$ and $y \in \mathcal{Y}$.

The joint distribution of two scalar random variables is called a bivariate distribution.

The joint distribution of a random vector is called a multivariate distribution.

The joint distribution of a random matrix is called a matrixvariate distribution.
 Wikipedia (2020): "Joint probability distribution"; in: Wikipedia, the free encyclopedia, retrieved on 20200517; URL: https://en.wikipedia.org/wiki/Joint_probability_distribution.
Metadata: ID: D56  shortcut: distjoint  author: JoramSoch  date: 20200517, 20:43.