边缘随机变量12。这个概念是“边缘”的,因为它们可以通过在表格的行或列上求和,并将总和写在表格的边缘来找到1。
例如,假设我们有两个离散随机变量X和Y,并且f(x,y)是它们在(x,y)处的联合概率分布的值。那么,通过对所有Y的值求和,我们可以得到X的边缘分布13。这个过程可以用下面的数学公式表示:
g(x) = \sum_{y} f(x,y)g(x)=y∑f(x,y)
在这个公式中,g(x)就是X的边缘分布3。同样,我们也可以通过对所有X的值求和,得到Y的边缘分布3。
这个概念在处理多个随机变量的问题时非常有用,因为它允许我们只关注我们感兴趣的那些变量,而忽略其他的变量。
(Translation: Marginal random variables refer to the distribution of one or a few random variables in a set of multiple random variables, without considering the other random variables12. These concepts are “marginal” because they can be found by summing values in a table along rows or columns, and writing the sum in the margins of the table1.
For example, suppose we have two discrete random variables X and Y, and f(x,y) is the value of their joint probability distribution at (x,y). Then, by summing over all values of Y, we can get the marginal distribution of X13. This process can be represented by the following mathematical formula:
g(x) = \sum_{y} f(x,y)g(x)=y∑f(x,y)
In this formula, g(x) is the marginal distribution of X3. Similarly, we can get the marginal distribution of Y by summing over all values of X3.
This concept is very useful when dealing with problems involving multiple random variables, as it allows us to focus only on those variables that we are interested in, while ignoring the others.))