Section 3.5 Multivariate Distributions 99
fey)
Flay) eu
FIGURE 3.11: Diagram for Example 3.17.
For two random variables, the joint probability is, geometrically speaking, a
surface, and the probability that we calculated in the preceding example is given by
the volume under this surface, as shown in Figure 3.11.
All the definitions of this section can be generalized to the multivariate case,
where there are n random variables. Corresponding to Definition 3.6, the values of
the joint probability distribution of n discrete random variables Xi, X2, .... and Xn
are given by
LOAD, in
P(X =X:
ayes Mn =e)
for each n-tuple (x1, x2,...,%9) within the range of the random yariables; and
corresponding to Definition 3.7, the values of their joint distribution function are
given by
F(t, 42) +++) an) = POL S11, X2 S32,
for —co < x1 < 00, —00 < x2 < 00,..., 00 < Xn < 00,
EXAMPLE 3.18
If the joint probability distribution of three discrete random variables X, Y, and Z
is given by
_@tyz
Sya= A for
find P(X =2,Y + Z $3).