Multivariate random variable

Joint probability mass function

The joint probability mass function 𝑓⃗𝐗 of a discrete multivariate random variable ⃗𝐗 :𝜉 →ℝ𝑛 is #m/def/prob

𝑓⃗𝐗(⃗𝐱)=ℙ(⃗𝐗=⃗𝐱)

In order to find the probability mass function of a single component 𝑋𝑖 of ⃗𝐗, called the marginal probability mass function, one can sum over all other components

ℙ(𝑋𝑖=𝑦)=∑⃗𝐱:𝑥𝑖=𝑦𝑓⃗𝐗(⃗𝐱)


#state/tidy | #lang/en | #SemBr