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Joint, Marginal, and Conditional Distributions (SOA Exam P – Multivariate Random Variables)
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After completing this video you should be able to:
- Explain and perform calculations concerning joint probability functions and cumulative distribution functions for discrete random variables only.
Joint Probability (Density) Function
𝑓_(𝑟,𝑥)=𝑓_(𝑅,𝑋) (𝑟,𝑥)=Pr(𝑅=𝑟∩𝑋=𝑥)
(Joint) Cumulative Distribution Function
𝐹_(𝑅,𝑋) (𝑟,𝑥)=Pr(𝑅≤𝑟∩𝑋≤𝑥)
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