Joint distribution function of two continuous random

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If F(x, y) is the value of the joint distribution function of the two continuous random variables X and Y a (x, y), express P(a < X < b, c < Y < d) in terms of F(a, c), F(a, d), F(b, c) and F(b, d). Observe that the result holds also for discrete random variables.

Reference no: EM13102043

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