Page "CHSH inequality" Paragraph 16

We start with the standard assumption of independence of the two sides, enabling us to obtain the joint probabilities of pairs of outcomes by multiplying the separate probabilities, for any selected value of the " hidden variable " λ. λ is assumed to be drawn from a fixed distribution of possible states of the source, the probability of the source being in the state λ for any particular trial being given by the density function ρ ( λ ), the integral of which over the complete hidden variable space is 1.

We thus assume we can write: