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Probability and Stochastic Processes

A Friendly Introduction for Electrical and Computer Engineers SECOND EDITION

Roy D. Yates David J. Goodman

08_1 Yates Chapter 5 1

Probability and Stochastic Processes

A Friendly Introduction for Electrical and Computer Engineers SECOND EDITION

Roy D. Yates David J. Goodman

Definitions, Theorems, Proofs, Examples, Quizzes, Problems, Solutions

Chapter 5

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Definition 5.3 Multivariate Joint PDF

The joint PDF of the continuous random variables is the function X

1

, L , X

n

( )

1

( )

1

, , 1

, , 1

1

, ,

, ,

n

.

n

n

X X n

X X n

n

F x x

f x x

x x

= ¶

¶ ¶

L L

L L

L

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