ELI5: Explain Like I'm 5

Joint distribution

Okay kiddo, imagine you and your friend have a bag of different types of candy. Your friend has some red candies, some blue candies, and some green candies, and you have some yellow candies, some pink candies, and some purple candies.

Now, let's say we want to know how many pairs of candies have one yellow candy and one blue candy. We could take out all the yellow candies from your bag and all the blue candies from your friend's bag, and then count how many pairs we have. That's like finding the joint distribution of the candies.

A joint distribution is just a way to describe how frequently different combinations of things occur together. In our candy example, we could make a table that shows how many pairs we have of each combination of colors. That would be the joint distribution.

In more technical terms, a joint distribution is a probability distribution that describes the probabilities of all possible combinations of values for two or more random variables. It can help us understand the relationships between different variables and make predictions about what might happen in the future.