Joint distributions and independence

Lecture notes

• Joint distributions and independence.
  Postscript, or PDF.

In addition

• [Si] "Distributions" : Sect 4 "Joint distributions";
  Sect 6 "Distribution functions" : "Multivariate distribution functions".
• [Si] "Prob. Spaces" : Sect 6 "Independence" : "Independence of random variables".
• [BT]: Sect 3.5 "Multiple continuous random variables" (pp. 26-30, 37-38).