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- We can now consider the important extension to more than one
variable.
- Suppose we have two random variables x and y each taking
values in
.
- Then we can conceive of a random variable z which is the
ordered pair
.
- Even if we know the probability distributions of x and y
- The distribution of z is of course not defined.
- Suppose that z has density
so that probability that
z lies in volume element 
is 
.
- A priori, all we know is that r satisfies
- These are called marginal distributions (EDJRS p. 18).
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu