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Marginal distributions are vital in understanding individual variables within multivariable distributions. They are created by integrating or summing over other variables, enabling focus on specific probabilities in various applications, especially in engineering fields. The chapter presents the necessary mathematical foundations and practical implications of marginal distributions, emphasizing their importance in multivariate analysis.
References
unit 3 ch15.pdfClass Notes
Memorization
What we have learnt
Revision Tests
Term: Joint Probability Distribution
Definition: A function that gives the probability of two continuous random variables occurring together.
Term: Marginal Distribution
Definition: The probability distribution of a single variable irrespective of others, obtained by integrating the joint distribution.
Term: Marginalization
Definition: The process of removing one or more variables by integrating their effects out.
Term: Independence
Definition: A condition where the joint distribution of variables equals the product of their marginal distributions.
Term: Probability Density Function (pdf)
Definition: A function that describes the likelihood of a continuous random variable to take on a particular value.
Term: Probability Mass Function (pmf)
Definition: A function that gives the probability of discrete random variables taking specific values.