---
tag: 0DR81R1F2B
kind: concept
name: Joint probability distribution
aliases: [joint-distribution, multivariate-distribution]
msc: [62H05]
sources:
  - url: https://en.wikipedia.org/wiki/Joint_probability_distribution
    locator: lead section
same_as:
  wikidata: Q1333358
  wikipedia: Joint probability distribution
---

## Summary

The joint distribution of several random variables on one probability space is the distribution of the vector that they form.
It gives the probability of each event that involves several of the variables together. The node [[joint probability distribution|0QAR0XDZH4]] gives the precise definition.