Joint Probability Distribution Function

      Recall the definition of the distribution of a single random variable. The event was used to define the probability distribution function . Given , we can find the probability of any event involving the random variable. Similarly, for two random variables and , the event is considered as the representative event.
      The probability is called the joint distribution function or the joint cumulative distribution function (CDF) of the random variables and and denoted by .

Figure 2

      satisfies the following properties:

            •