joint probability

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joint probability

Wikipedia

Noun

joint probability (plural joint probabilities)

1. 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 ${\displaystyle A}$ and ${\displaystyle B}$ in the same probability space with ${\displaystyle P(B)>0}$, the conditional probability of ${\displaystyle A}$ given ${\displaystyle B}$ is defined as the quotient of the unconditional joint probability of ${\displaystyle A}$ and ${\displaystyle B}$, and the unconditional probability of ${\displaystyle B}$.^WP

Usage notes

• If ${\displaystyle A}$ and ${\displaystyle B}$ are two events, then their joint probability can be represented as ${\displaystyle P(A\cap B)}$.

Related terms

• joint entropy

Translations

See also

• conditional probability