Joint Probability Functions and Joint CDFs for Discrete Random Variables

Free SOA Exam P (Probability) lesson in Multivariate Random Variables. 20 min read, ~3,020 words.

Joint PMF:, must be non-negative and sum to 1. Joint CDF:, cumulate down and to the left across every qualifying cell. Rectangle formula:. Independence test: must hold for EVERY cell. A joint PMF that factors as a function of times a function of means and are independent, with factors proportional...