Probability Density Functions De nition Let X be a continuous rv. In general, if Xand Yare two random variables, the probability distribution that de nes their si-multaneous behavior is called a joint probability distribution. Then a probability distribution or probability density function (pdf) of X is a function f(x) such that for any two numbers a and b with a b, P(a X b) = Z b a f(x)dx That is, the probability that X takes on a value in the interval [a;b] is the De nition 2: Uniform Distribution A continuous random ariablev V)(R that has equally likely outcomes over the domain, a