A joint distribution function is a Distribution Function in two variables defined by

(1) | |||

(2) | |||

(3) |

so that the joint probability function satisfies

(4) |

(5) |

(6) |

(7) |

A multiple distribution function is of the form

(8) |

**References**

Grimmett, G. and Stirzaker, D. *Probability and Random Processes, 2nd ed.* New York: Oxford University Press, 1992.

© 1996-9

1999-05-25