For two continuous random variables X and Y, the joint probability density function is the function f such that

Then X and Y are independent if and only if f(x,y) = f_X(x)f_Y(y), where f_X and f_Y are the pdfs of X and Y. The term applies also to the generalization of this to more than two random variables. For two variables, it may be called the bivariate and, for more than two, the multivariate probability density function.