Global water and energy cycles are tightly related and critical in the Earth climate system. In our previous study, it is shown that the interrelationships among water and energy parameters appear more similar to those based on observation in a new NASA reanalysis dataset than in other reanalyses, when these interrelationships are showed in the joint frequency distribution (JFD) domain. In this study, we investigate further and try to understand the physical meaning of the shapes of the JFDs, in which the relationship among parameters is conditional to the state of the climate system. Based on this, an interpretation will be given about the differences in the water and energy cycles in reanalyses.