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Joint probability distribution of several random variables gives the probability that all of them simultaneously lie in a particular region.

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Proof that joint probability density of independent random variables is equal to the product...

Is it true that if $X_1, X_2, \ldots ,X_n$ are independent random variables, then \begin{align} & f_{X_1,X_2,\ldots,X_n}(x_1,x_2,\ldots,x_n) \\ = {} & f_{X_1}(x_1)\times f_{X_2}(x_2) \times \cdots \ti …
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