Multivariate Probability Distributions Random Vectors and Joint Probability Distributions Random Vectors and Joint Probability Distributions Definition 2 (5.2).[Joint CDF] The joint CDF of X and Y is defined as follows: Fxy(x,y) P(X≤x,Y≤y) P(X≤x∩Y≤y) for any pair(x,y)∈R2. Multivariate Probability Distributions Introduction to Statistics and Econometrics Juy1,2019 5/370Multivariate Probability Distributions Multivariate Probability Distributions Introduction to Statistics and Econometrics July 1, 2019 5/370 Definition 2 (5.2). [Joint CDF] Random Vectors and Joint Probability Distributions Random Vectors and Joint Probability Distributions