Joint Distribution
The joint distribution of discrete random variables is the assignment
Marginals are recovered by summing out the other coordinates:
Definition 3.37 (Joint Distrbution and Marginal Distribution)
Let be discrete random variables. Their joint distribution is defined to be
In particular,
where is called the marginal distribution of .
Related
Stated in
- Definition 3.37 (Joint Distrbution and Marginal Distribution)§3.4.1 Joint Distribution and Conditional Distribution