Multiple Random Variables

In the previous chapters single random variables have been discussed in continuous, discrete, and mixed forms based on the probability functions. It is also possible to define multiple random variables in a probability space. In that case, the probability functions are defined using \( n \) random variables, where \( n \ge 2 \). The probability functions in \( \mathbb {R} \) (i.e. a line) for the single random variables, they works on \( \mathbb {R}^{2} \) (i.e. a plane) for the two-random variables, and so on.