Index: The Book of Statistical ProofsGeneral Theorems ▷ Probability theory ▷ Probability distributions ▷ Marginal distribution

Definition: Let $X$ and $Y$ be random variables with sets of possible outcomes $\mathcal{X}$ and $\mathcal{Y}$. Then, the marginal distribution of $X$ is a probability distribution that specifies the probability of the event that $X = x$ irrespective of the value of $Y$ for each possible value $x \in \mathcal{X}$. The marginal distribution can be obtained from the joint distribution of $X$ and $Y$ using the law of marginal probability.

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Metadata: ID: D57 | shortcut: dist-marg | author: JoramSoch | date: 2020-05-17, 21:02.