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:

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Two-dimensional marginal distributions:

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Marginal distributions can be used like any other distribution:

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