A multivariate distribution describes the probability distribution of two or more random variables simultaneously. It provides a way to understand how these variables interact and the likelihood of different outcomes occurring together. For example, the heights and weights of individuals can be analyzed using a multivariate distribution to see how they are related. Common types of multivariate distributions include the multivariate normal distribution and the multinomial distribution. These distributions help statisticians and researchers model complex phenomena in fields like economics, biology, and social sciences, where multiple factors influence outcomes.