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  2. Joint probability distribution - Wikipedia

    en.wikipedia.org/wiki/Joint_probability_distribution

    If the points in the joint probability distribution of X and Y that receive positive probability tend to fall along a line of positive (or negative) slope, ρ XY is near +1 (or −1). If ρ XY equals +1 or −1, it can be shown that the points in the joint probability distribution that receive positive probability fall exactly along a straight ...

  3. Marginal distribution - Wikipedia

    en.wikipedia.org/wiki/Marginal_distribution

    The marginal probability P(H = Hit) is the sum 0.572 along the H = Hit row of this joint distribution table, as this is the probability of being hit when the lights are red OR yellow OR green. Similarly, the marginal probability that P(H = Not Hit) is the sum along the H = Not Hit row.

  4. Conditional probability table - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability_table

    The first column sum is the probability that x =0 and y equals any of the values it can have – that is, the column sum 6/9 is the marginal probability that x=0. If we want to find the probability that y=0 given that x=0, we compute the fraction of the probabilities in the x=0 column that have the value y=0, which is 4/9 ÷

  5. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    The joint pdf () exists in the -plane and an arc of constant value is shown as the shaded line. To find the marginal probability f Z ( z ) {\displaystyle f_{Z}(z)} on this arc, integrate over increments of area d x d y f ( x , y ) {\displaystyle dx\,dy\;f(x,y)} on this contour.

  6. Conditional probability distribution - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability...

    When both and are categorical variables, a conditional probability table is typically used to represent the conditional probability. The conditional distribution contrasts with the marginal distribution of a random variable, which is its distribution without reference to the value of the other variable.

  7. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional normal distribution to higher dimensions.

  8. Copula (statistics) - Wikipedia

    en.wikipedia.org/wiki/Copula_(statistics)

    In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe/model the dependence (inter-correlation) between random variables . [ 1 ]

  9. Mutual information - Wikipedia

    en.wikipedia.org/wiki/Mutual_information

    The joint information is equal to the mutual information plus the sum of all the marginal information (negative of the marginal entropies) for each particle coordinate. Boltzmann's assumption amounts to ignoring the mutual information in the calculation of entropy, which yields the thermodynamic entropy (divided by the Boltzmann constant).