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The joint p.d.f. of two continuous random variables is a non-negative function of such that the probability of the pair (X,Y) being in a set

The joint p.d.f. of two continuous random variables is a non-negative function of such that the probability of the pair (X,Y) being in a set Cisthe integral off (x,y) over the set C, if the
integralexists.

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