在概率论中, 对两个随机变量X和Y，其联合分布是同时对于X和Y的概率分布.

对离散随机变量而言，联合分布概率质量函数为Pr(X = x & Y = y)，即

因为是概率分布函数，所以必须有

In the study of probability, given at least two random variables X, Y, ..., that are defined on a probability space, the joint probability distribution for X, Y, ... is a probability distribution that gives the probability that each of X, Y, ... falls in any particular range or discrete set of values specified for that variable. In the case of only two random variables, this is called a bivariate distribution, but the concept generalizes to any number of random variables, giving a multivariate distribution.