Cox was born in Uniontown, Alabama, the son of Henrietta Cox-Penn and Joe Cox. He spent his childhood in Uniontown, with his grandmother and grandfather, Lottie and Henry Jones. His mother and stepfather, Rudolph (Rudy) Penn, live in College Park, Georgia. By the age of 10, he became an avid drummer. He met his future wife, Otelia Cox, during high school. They were eventually married in 1981 when Cox was 23 years old.
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