We now consider an experiment that consists of two parts, and each part leads
to the occurrence of specified events. Let us define events arising from the
first part of the experiment by 
with probability 
and events from
the second part by 
with probability 
.
The combination of events 
and 
may be called a
composite event,
denoted by the ordered pair 
.
We wish to generalize the definition of probability to apply to the composite
event 
.
The joint probability 
is defined to be the probability that
the first
part of the experiment led to event 
and the second part of the experiment
led to event 
.
Thus, the joint probability 
is the probability that the composite
event 
occurred (i.e., the probability that both events 
and 
occur).
