If F (x 1,..., x n) = Pr(X 1 ≤ x 1,..., X n ≤ x n) is the cumulative distribution function of the vector (X 1,..., X n), then the joint probability density function can be computed as a partial derivative f ( x ) = ∂ ∂ n F ∂ ∂ x 1 ⋯ ⋯ ∂ ∂ x n | x