Jointly distributed random variables                                                                                              Print this page
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     Given ,we have a complete description of the random variables and .

         • 

                    To prove this
                                        
                    Similarly .

          •  Given , each of is called a marginal distribution                          function or marginal cumulative distribution function (CDF).

  Example 3


     Consider two jointly distributed random variables and with the joint CDF

                                   

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