Joint Density Function

1
Joint Density Function

• The joint density function of two random
  variables X and Y, denoted fX,Y(x, y) gives the
  density of probability per unit area at the point
  (x, y).

2
Marginal Densities
3
Joint Density for Independent RVs

• Random variables X and Y are independent if and
  only if the joint density of X and Y is the
  product of the two marginal densities