Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Joint Distribution

  1. Dec 18, 2009 #1
    Are any two (or n) random variables always jointly distributed in some sense?
    When will two RV's be non jointly distributed?

  2. jcsd
  3. Dec 18, 2009 #2


    User Avatar
    Science Advisor

    Joint distribution functions can always be defined. In case of independent random variables, the joint distribution is simply the product of the individual distributions.
  4. Dec 18, 2009 #3
    mathman, thanks for the reply.
    So if there are two normal random variables, the a bivariate normal distribution is always defined between them?

    If I have random variables, each with different distribution, even so it is possible to find a joint distribution between them?

  5. Dec 19, 2009 #4


    User Avatar
    Homework Helper

    Yes, to both questions.
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook