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Coupling (probability) : ウィキペディア英語版
Coupling (probability)
In probability theory, coupling is a proof technique that allows one to compare two unrelated variables by "forcing" them to be related in some way.
==Definition==

Using the standard formalism of probability, let X_1 and X_2 be two random variables defined on probability spaces (\Omega_1,F_1,P_1) and (\Omega_2,F_2,P_2). Then a coupling of X_1 and X_2 is a ''new'' probability space (\Omega,F,P) over which there are two random variables Y_1 and Y_2 such that Y_1 has the same distribution as X_1 while Y_2 has the same distribution as X_2.
An interesting case is when Y_1 and Y_2 are ''not'' independent.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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