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Marginal probability and conditional probability
2022-07-05 22:56:00 【YaoHa_】
Edge probability : In the joint probability distribution of a set of variables , The probability distribution of one subset .
Discrete random variables x and y, And know P(x,y). about P(x) Yes :
Continuous variable , You can use integral instead of summation :
** Conditional probability :** The probability of an event occurring when a given other event occurs . Calculate by the following formula :
The chain rule of conditional probability (chain rule): Joint probability distribution of any multidimensional random variable , Can be decomposed into the form of conditional probability multiplication with only one variable .
for example :P(a,b,c) = P(a|b,c)P(b,c)=P(a|b,c)P(b|c)P
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