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单词 marginal distribution
释义
marginal distribution

Mathematics
  • Suppose that X and Y are discrete random variables with joint probability mass function p. Then the marginal distribution of X is the distribution with probability mass function p1, where

    pX(x)=yp(x,y).

    A similar formula gives the marginal distribution of Y.

    Suppose that X and Y are continuous random variables with joint probability density function f. Then the marginal distribution of X is the distribution with probability density function fX, where

    fX(x)=f(x,y)dy.


Statistics
  • See bivariate distribution.


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