joint discrete density function

Let X1,X2,,Xn be n random variablesMathworldPlanetmath all defined on the same probability spaceMathworldPlanetmath. The joint discrete density function of X1,X2,,Xn, denoted by fX1,X2,,Xn(x1,x2,,xn), is the following function:


As in the single variable case, sometimes it’s expressed as pX1,X2,,Xn(x1,x2,,xn) to mark the differencePlanetmathPlanetmath between this function and the continuous joint density function.

Also, as in the case where n=1, this function satisfies:

  1. 1.

    fX1,X2,,Xn(x1,,xn)0 (x1,,xn)

  2. 2.


In this case, fX1,X2,,Xn(x1,,xn)=P[X1=x1,X2=x2,,Xn=xn].

Title joint discrete density function
Canonical name JointDiscreteDensityFunction
Date of creation 2013-03-22 11:54:55
Last modified on 2013-03-22 11:54:55
Owner mathcam (2727)
Last modified by mathcam (2727)
Numerical id 10
Author mathcam (2727)
Entry type Definition
Classification msc 60E05
Synonym joint probability function
Synonym joint distribution