Joint Probability Density Function Intuition

This lesson gives an intuitive explanation of the joint probability density function of two continuous random variables. We will mainly focus on understanding what bi-variate joint probability density functions are and then extend the concept to multivariate joint probability density functions.

To aid the understanding of the concepts, we will plot three-dimensional histograms for a pair of random vectors. We slowly decrease the base area of the three-dimensional prisms that create the three-dimensional histograms to approximate a joint probability density function.

The lesson also includes conditions/requirements valid joint probability density functions must satisfy.

Link to our lesson on a [univariate probability density function] (https://stat.courses/post/probability-density-function-explainer/)