In the study of
probability, given at least two
random variables X,
Y, ..., that are defined on a
probability space, the
joint probability distribution for
X,
Y, ... is a
probability distribution that gives the probability that each of
X,
Y, ... falls in any particular range or discrete set of values specified for that variable. In the case of only two random variables, this is called a
bivariate distribution, but the concept generalizes to any number of random variables, giving a
multivariate distribution.