Joint Distribution Function

A joint distribution function is a distribution function  in two variables defined by

			(1)
			(2)
			(3)

so that the joint probability function satisfies

(4)

(5)

			(6)
			(7)

(8)

Two random variables  and  are independent iff

(9)

for all  and  and

(10)

A multiple distribution function is of the form

(11)

REFERENCES:

Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. New York: Oxford University Press, 1992.