Generative probability models are widely used for speaker verification (SV). However, the generative models are lack of discriminative feature selection ability. As a hypothesis test, the SV can be regarded as a binary classification task which can be designed as a Siamese neural network (SiamNN) with discriminative training. However, in most of the discriminative training for SiamNN, only the distribution of pair-wised sample distances is considered, and the additional discriminative information in joint distribution of samples is ignored. In this paper, we propose a novel SiamNN with consideration of the joint distribution of samples. The joint distribution of samples is first formulated based on a joint Bayesian (JB) based generative model, then a SiamNN is designed with dense layers to approximate the factorized affine transforms as used in the JB model. By initializing the SiamNN with the learned model parameters of the JB model, we further train the model parameters with the pair-wised samples as a binary discrimination task for SV. We carried out SV experiments on data corpus of speakers in the wild (SITW) and VoxCeleb. Experimental results showed that our proposed model improved the performance with a large margin compared with state of the art models for SV.