Probability
Probability Basics
Random Variables
Probability Density Function
Normal Distribution and Gaussian Function
Multivariate Distribution
Joint Distribution
If we have two different RVs representing two different events \(X\) and \(Y\), then we represent the probability of two distinct events \(x \in \mathcal{X}\) and \(y \in \mathcal{Y}\) both happening, which we will denote as follows:
\[
p(X=x AND Y=y) = p(x,y)
\]
The function \(p(x,y)\) is called joint distribution.