Joint Cumulative Probability Function

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A Joint Cumulative Probability Function is a joint probability function that is a cumulative distribution function.



References

1986

  • (Larsen & Marx, 1986) ⇒ Richard J. Larsen, and Morris L. Marx. (1986). “An Introduction to Mathematical Statistics and Its Applications, 2nd edition." Prentice Hall
    • Definition 3.3.2. Let [math]X[/math] and [math]Y[/math] be two random variables defined on the same sample space S. The joint cumulative distribution function (or joint cdf) of X and Y is defined FX,Y(x,y), where

      FX,Y(x,y) = P({sS } X(s) <= [math]x[/math] and Y(s) <= y})

      FX,Y(x,y) = P(Xx, Yy).