Is a function fX,Y (x,y) on R2, called the joint probability density function, such that P(X ≤ s,Y ≤ t) = Z Z x≤s,y≤t fX,Y (x,y)dxdy The integral is over {(x,y) x ≤ s,y ≤ t} We can also write the integral as P(X ≤ s,Y ≤ t) = Z s −∞ Z t −∞ fX,Y (x,y)dy dx = Z t −∞ Z s −∞ fX,Y (x,y)dx dy
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