Simple some say ... Tricky as seen by others ... your decision :)
JVM : Have you ever seen a software to install JVM ? NO ... Because you cant install it . Its considered to be subpart of JRE. Engineers at sun say its hypothetical Java engine that reads and run byte code.
JRE : = JVM + everything needed to run java program ( or should i say class file )
JDK : = JRE + extra tools needed to make java progran. see figure below.
Can you install JRE without JDK ? yes find them on suns site.
You might as well have observed when installing JDK JRE also gets installed