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Joint probability

Given random variablesX,Y,…{\displaystyle X,Y,\ldots }, that are defined on the same probability space, the multivariate or joint probability distribution for X,Y,…{\displaystyle X,Y,\ldots } is a probability distribution that gives the probability that each of X,Y,…{\displaystyle X,Y,\ldots } falls in any particular range or discrete set of values specified for that variable.

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