Marginal Distributions
Marginal Mass Function
Definition
If
have joint distribution with mass function , then the marginal mass function for is defined by and the marginal mass function for
is defined by
Marginal Density
Definition
For continuous random variables, the marginal densities are
The corresponding marginal distribution functions are denoted
and .
Sources
- Wasserman, L. (2010). All of Statistics: A concise Course in Statistical Inference. Chapter 2.6.