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Marginal Probability Density Function

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Probability

Definition

Let XX and YY be two random variables. The marginal distributions can be computed from their joint pdf p(x,y)p(x,y), as a result the marginal pdf of XX is pX(x)=Yp(x,y) dyp_X(x)=\int_\mathscr{Y}p(x,y) \ dy and the marginal pdf of YY is pY(y)=Xp(x,y) dxp_Y(y)=\int_\mathscr{X}p(x,y) \ dx

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