joint probability
noun1
The probability distribution of a random variable whose sample space is the Cartesian product of the sample spaces of its (at least two) component random variables.
2
The probability that two events will occur simultaneously.
- Given two events A and B in the same probability space with P(B)>0, the conditional probability of A given B is defined as the quotient of the unconditional joint probability of A and B, and the unconditional probability of B.ᵂᴾ
- Related terms
- joint entropy, conditional probability