Episode #125 of the Stack Overflow podcast is here. We talk Tilde Club and mechanical keyboards. Listen now

Questions tagged [marginal]

The marginal distribution refers to the probability distribution of a subset of variables contained in a joint distribution.

288 questions
Filter by
Sorted by
Tagged with
25 views

27 views

variables that are normaly distributed but their joint distribution is not multivariate normal with ρ = 0.5 [duplicate]

can you give me an example or explain me how to find one. It can be with copulas
8 views

20 views

Phase marginal for a multivariate complex Gaussian density

Suppose $z$ is a random variable taking values in $\mathbb{C}^n$ and admitting the complex Gaussian density $p(z;W) \propto \exp{(-\frac{1}{2}z^*Wz)}$, where $W$ is Hermitian. Let $r$ be the vector of ...
122 views

Distribution of random variable with multinomial sampling distribution and parameters $(n,p)$, where $n\sim$ Poisson with truncation

Suppose you have: $$X\mid N\sim\text{MN}(N,p_1,p_2,\ldots,p_{J})$$ $$N\sim \text{Poisson}(\lambda)$$ What is the marginal distribution of $X$? In this case, the answer is simply this. But... ...
141 views

Marginalizing a high-dimensional multivariate Gaussian distribution

I have an 11-dimensional multivariate Gaussian, with a covariance matrix with non-zero values in every element. My goal is to marginalize this down to 4 dimensions, but I'm having some computational ...
I hava question about the margin equation $$\frac{a}{||w||}$$ where this equation coming from? I think it substract the $w^{T} +b -a - w^{T}x +b$ but not sure how margin equation derived