MarginalDistribution

MarginalDistribution[dist,k]
represents a univariate marginal distribution of the k^(th) coordinate from the multivariate distribution dist.

MarginalDistribution[dist,{k1,k2,}]
represents a multivariate marginal distribution of the coordinates.

DetailsDetails

  • The distribution dist can be either a discrete or continuous multivariate distribution.
  • For a discrete multivariate distribution dist with PDF , the PDF of MarginalDistribution[dist,{k1,,km}] is given by where .
  • For a continuous multivariate distribution dist with PDF , the PDF of MarginalDistribution[dist,{k1,,km}] is given by where .
  • MarginalDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

One-dimensional marginal distributions:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=

Two-dimensional marginal distributions:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=

Marginal distributions can be used like any other distribution:

In[1]:=
Click for copyable input
Out[1]=
In[2]:=
Click for copyable input
Out[2]=
In[3]:=
Click for copyable input
Out[3]=
Introduced in 2010
(8.0)