Joint Distributions

• Joint distributions are high-dimensional PDFs, CDFs, and CDFs.

$$f_\mathbf{X}(\mathbf{x}) = f_{X_1,...,X_N}(x_1,..,x_n)$$

• First part of this chapter focuses on just two variables $f_{X_1,X_2}(x_1,x_2)$

• Second part of chapter focuses on the multi variable gaussian