Multivariate random variable

Joint probability mass function

The joint probability mass function 𝑓⃗𝐗 of a discrete multivariate random variable ⃗𝐗 :πœ‰ →ℝ𝑛 is prob

𝑓⃗𝐗(⃗𝐱)=β„™(⃗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

β„™(𝑋𝑖=𝑦)=βˆ‘βƒ—π±:π‘₯𝑖=𝑦𝑓⃗𝐗(⃗𝐱)


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