David Wypij
Abstract
Abstract In a multivariate probability distribution of many (perhaps correlated) random variables, a marginal distribution describes the univariate distribution of a single variable integrated over all the others. Marginal distributions do not uniquely determine the joint multivariate distribution.
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Abstract In a multivariate probability distribution of many (perhaps correlated) random variables, a marginal distribution describes the univariate distribution of a single variable integrated over all the others. Marginal distributions do not uniquely determine the joint multivariate distribution.
Key concepts: Marginal distribution, Joint probability distribution, Univariate distribution, Multivariate statistics, Univariate, Statistics, Mathematics, Multivariate t-distribution