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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?

    Saurav
     
  2. jcsd
  3. Dec 18, 2009 #2

    mathman

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    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?

    Saurav
     
  5. Dec 19, 2009 #4

    statdad

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    Yes, to both questions.
     
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