For continuous random variables X 1,..., X n, it is also possible to define a probability density function associated to the set as a whole, often called joint probability density function. This density function is defined as a function of the n variables, such that, for any domain D in the n -dimensional space of the values of the variables X 1,..., X n, the probability that a realisation of the set variables falls inside the domain D is Pr ( X 1 , … … , X n ∈ ∈ D ) = ∫ ∫ D f X 1 , … … , X n ( x 1 , … … , x n ) d x 1 ⋯ ⋯ d x n .