Coupling (probability)

Coupling is a method of proof commonly used in probability theory.

A coupling of two probability distributions are random variables and that hold these distributions and usually have in addition a useful dependence, with the close of the properties of a distribution on properties of the other distribution or manufactured, a relation between the distributions.

If the distributions are, for example, coupled to true, it follows immediately that for belonging to the distributions expected values ​​also the relation " " is true.