Multivariate Probability Distributions Random Vectors and Joint Probability Distributions Random Vectors and Joint Probability Distributions Remarks: Theorem 5.2 implies that individual CDF's of X and Y can be obtained from the joint CDF Fxy(x,y). These individual CDF's are called the marginal CDF's of X and Y respectively. The joint and marginal CDF's are widely used in statis- tics and econometrics.An important example called cop- ula. Multivariate Probability Distributions Introduction to Statistics and Econometrics Juy1,2019 9/370Multivariate Probability Distributions Multivariate Probability Distributions Introduction to Statistics and Econometrics July 1, 2019 9/370 Random Vectors and Joint Probability Distributions Remarks: Random Vectors and Joint Probability Distributions