Conditional and Marginal Probability Functions for Discrete Random Variables

Free SOA Exam P (Probability) lesson in Multivariate Random Variables. 18 min read, ~2,754 words.

Marginal PMF: sum the joint over the other variable (row totals give the marginal of X, column totals give the marginal of Y). Conditional PMF:, divide each cell by its row total. Joint = Conditional times Marginal:. Law of total probability:. Bayes reverses conditioning:. Independence: the conditional distribution equals the...

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