The purpose of this section is to study how the distribution of a pair of random variables is related to the distributions of the variables individually.
Often we have more than one random variable. Each can be considered separately, but usually they have some probabilistic ties which must be taken into account when they are considered jointly. We trea...Often we have more than one random variable. Each can be considered separately, but usually they have some probabilistic ties which must be taken into account when they are considered jointly. We treat the joint case by considering the individual random variables as coordinates of a random vector. We extend the techniques for a single random variable to the multidimensional case.