Contents of this Probability theory episode:

Joint probability density function, Marginal density function of X, Marginal density function of Y, Joint probability distribution function, Marginal distribution function of X, Marginal distribution function of Y.

The joint probability density function, and another horrors

05
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Joint probability density function, Marginal density function of X, Marginal density function of Y, Joint probability distribution function, Marginal distribution function of X, Marginal distribution function of Y.

Let's see this
Probability theory episode