Suppose that a penny and a nickel are each tossed n times, and consider the following
Two definitions of X and Y : (i) X is the number of heads obtained with the penny, and
Y is the number of heads obtained with the nickel. (ii) Both X and Y are the number of
heads obtained with the penny, so the random variables X and Y are actually identical.
In case (i), the marginal distribution of X and the marginal distribution of Y will be
Identical binomial in case (ii) . However, the joint distribution of X and Y will not be the
Same in the two case (i), the values of X and Y will be completely unrelated,
Whereas in case (ii), the values of X and Y must be identical.