Although the marginal distributions of X and Y can be derived from their joint
distribution, it is not possible to reconstruct the joint distribution of X and Y from their
marginal distribution without additional information. For instance, the marginal p.d.f.’s
sketched in Figs. 3.15 and 3.16 reveal no information about the relationship between X
and Y. In fact, by definition, the marginal distribution of X specifies probabilities for X
without regard for the values of any other random variables. This property of a marginal
p.d.f. can be further illustrated by another example.