Definition:Joint Cumulative Distribution Function
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Definition
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X$ and $Y$ be real-valued random variables on $\struct {\Omega, \Sigma, \Pr}$.
The joint cumulative distribution function of $X$ and $Y$ is defined and denoted as:
- $\forall x, y \in \R: \map {F_{X, Y} } {x, y} := \map \Pr {X \le x, Y \le y}$
Also see
- Results about joint cumulative distribution functions can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): bivariate distribution
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): distribution function
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): bivariate distribution
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): distribution function