Statistics and Probability · Random variables

Joint distributions

How two random variables behave together, including whether knowing one tells you anything about the other.

Also known as: joint PMF/PDF, marginal distribution, covariance.

Start a lesson on Joint distributions

Learn first

• Expectation and variance: The long-run average value of a random variable, and how spread out it typically is around that average.

Leads to

• Correlation: A single number summarizing how strongly, and in what direction, two variables move together.

Related topics

• Correlation: A single number summarizing how strongly, and in what direction, two variables move together.