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===Joint Random Variables=== | ===Joint Random Variables=== | ||
Two random variables are independant iff <math>f_{X,Y}(x,y) = f_X(x) f_Y(y)</math>. | Two random variables are independant iff <math>f_{X,Y}(x,y) = f_X(x) f_Y(y)</math>.<br> | ||
Otherwise, the marginal distribution is <math>f_X(x) = \int f_{X,Y}(x,y) dy</math>. | Otherwise, the marginal distribution is <math>f_X(x) = \int f_{X,Y}(x,y) dy</math>. | ||