# Probability

## Probability Basics

### 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.