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The following chain rule holds for two random variables:

The following chain rule holds for two random variables:

以下链式法则适用于两个随机变量：

以下链式法则适用于两个随机变量：

In the case of more than two random variables this generalizes to:<ref name=cover1991 />{{rp|253}}

In the case of more than two random variables this generalizes to:<ref name=cover1991 />{{rp|253}}

对于两个以上的随机变量，一般可归纳为：

对于两个以上的随机变量，一般可归纳为：

Joint differential entropy is also used in the definition of the [[mutual information]] between continuous random variables:

Joint differential entropy is also used in the definition of the [[mutual information]] between continuous random variables:

联合微分熵也用于定义连续随机变量之间的交互信息：

联合微分熵也用于定义连续随机变量之间的交互信息：