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)

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

CITE THIS AS:

Weisstein, Eric W. "Joint Distribution Function." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/JointDistributionFunction.html