# Math Help - definitions

1. ## definitions

what is the difference between the joint probability density function and the joint distribution function when they are both denoted as F(x,y)?

2. Originally Posted by alexandrabel90
what is the difference between the joint probability density function and the joint distribution function when they are both denoted as F(x,y)?
The joint density is normally a lower case function like $f(x,y)$, then:

$P((x,y) \in R)=\int_R f(x,y)\; dxdy$

The joint distribution function is usually an upper case function like $F(x,y)$, and is defined as:

$F(x,y)=P(X

CB