Bivariate distribution

Given random variables${\displaystyle X,Y,\ldots }$, that are defined on the same probability space, the joint probability distribution or multivariate probability distribution for ${\displaystyle X,Y,\ldots }$ is a probability distribution that gives the probability that each of ${\displaystyle X,Y,\ldots }$ falls in any particular range or discrete set of values specified for that variable. In the case of only two random variables, this is called a bivariate distribution, but the concept generalizes to any number of random variables.