Marginal probability function

Definition (Marginal probability mass function)

Let XX and YY be two random variables. The marginal distributions can be computed from their joint pmf p(x,y)p(x,y), as a result the marginal pmf of XX is pX(x)=yYp(x,y), xXp_X(x)=\sum_{y\in\mathscr{Y}}p(x,y), \ x\in\mathscr{X} and the marginal pmf of YY is pY(y)=xXp(x,y), yYp_Y(y)=\sum_{x\in\mathscr{X}}p(x,y), \ y\in\mathscr{Y}

Definition (Marginal probability density function)

Let XX and YY be two Continuous 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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