Joint, Marginal, and Conditional Distributions

Learn joint, marginal, and conditional distributions.

26 min read
Advanced

Introduction

Learning Objectives:

  • Work with joint distributions
  • Compute marginals and conditionals
  • Test independence of RVs

Joint PMF

pX,Y(x,y)=P(X=x,Y=y)p_{X,Y}(x,y) = P(X=x, Y=y)

Marginals: pX(x)=sumypX,Y(x,y),quadpY(y)=sumxpX,Y(x,y)p_X(x) = sum_y p_{X,Y}(x,y), quad p_Y(y) = sum_x p_{X,Y}(x,y)

Independence: pX,Y(x,y)=pX(x)cdotpY(y)p_{X,Y}(x,y) = p_X(x) cdot p_Y(y) for all x,yx,y

Key Concepts

This lesson covers fundamental concepts in probability theory.

Key Takeaways

Master these concepts for advanced probability applications.