Joint distribution function
The joint distribution function of a
random vector
is a function
![[eq1]](http://images1.statlect.com/joint_distribution_function__3.png)
such
that:![[eq2]](http://images2.statlect.com/joint_distribution_function__4.png)
where
the components of
and
are denoted by
and
respectively, for
.
In other words, the value of the distribution function of
at the point
is equal to the probability that each component of
takes on a value smaller than or equal to the respective component of
.
The joint distribution function is also called joint cumulative distribution function.
More details about joint distribution functions can be found in the lecture entitled Random vectors.
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