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probability theory > probability distribution > joint probability distribution
mathematical statistics > probability distribution > joint probability distribution

Preferred term

joint probability distribution  

Definition

  • Given two random variables that are defined on the same probability space, the joint probability distribution is the corresponding probability distribution on all possible pairs of outputs. The joint distribution can just as well be considered for any given number of random variables. The joint distribution encodes the marginal distributions, i.e. the distributions of each of the individual random variables and the conditional probability distributions, which deal with how the outputs of one random variable are distributed when given information on the outputs of the other random variable(s).
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Joint_probability_distribution)

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http://data.loterre.fr/ark:/67375/PSR-B38WNDX1-G

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