How would you derive marginalization as it is given here: http://en.wikipedia.org/wiki/Marginal_distribution?
Thanks,
How would you derive marginalization as it is given here: http://en.wikipedia.org/wiki/Marginal_distribution?
Thanks,
Marginalizing amounts to integrating or summing out from joint distributions of several variables to the distribution of a smaller number of variables, usually to one variable. So for example if X and Y have the joint desnsity f(x,y) to get the maginal density for X you compute g(x)=∫f(x,y)dy integrated over all possible values of y. You do the analogous thing with sums for discrete variables.