# Section 4: Bivariate Distributions

In the previous two sections, Discrete Distributions and Continuous Distributions, we explored probability distributions of one random variable, say *X*. In this section, we'll extend many of the definitions and concepts that we learned there to the case in which we have two random variables, say *X* and *Y*. More specifically, we will:

- extend the definition of a probability distribution of one random variable to the
**joint probability distribution**of two random variables - learn how to use the
**correlation coefficient**as a way of quantifying the extent two which two random variables are linearly related - extend the definition of the conditional probability of events in order to find the
**conditional probability distribution**of a random variable*X*given that*Y*has occurred - investigate a particular joint probability distribution, namely the
**bivariate normal distribution**