Multivariate Probability Distributions Random Vectors and Joint Probability Distributions Random Vectors and Joint Probability Distributions Remarks: In this chapter,we will mainly focus on bivariate prob- ability distributions,which can illustrate most (but not all)essentials of multivariate probability distributions. We shall consider two random variables (X,Y)in most of the subsequent discussion,where both X and Y are defined on the same probability space (S,B,P). A realization of (X,Y)will be a pair (x,y)E R2. Multivariate Probability Distributions Introduction to Statistics and Econometrics July1,2019 41370Multivariate Probability Distributions Multivariate Probability Distributions Introduction to Statistics and Econometrics July 1, 2019 4/370 Random Vectors and Joint Probability Distributions Remarks: Random Vectors and Joint Probability Distributions