Marginal Distribution (For discrete RV)

If the joint probability function ( ) of the random variables X and Y are given, then the
individual probability distribution of X and Y are called Marginal distribution of X and Y.
For the discrete random variables X and Y, these are defined as
( ) ∑ ( )

( ) ∑ ( )

The term marginal is used here because, in the discrete case, the values of g(x) and h(y) are
just the marginal totals of the respective columns and rows when the values of f(x, y) are
displayed in a rectangular table.

Example-1: The column and row totals of Table 1 given below gives the marginal
distribution of X alone and of Y alone.
Table-1: Join Probability Distribution.

x
f ( x, y) Row
Totals
0 1 2

3 9 3 15
0
28 28 28 28

3 3 3
y 1 0
14 14 7
1
1
2 0 0 28
28
Column Totals 5 15 3
14 28 28 1

Solution: For the random variable X, we see that

which are just the column totals of Table-1. In a similar manner, we could show that the
values of h(y) are given by the row totals. In tabular form, these marginal distributions may
be written as follows:

1
Exerxise-1:

Marginal Distribution (For CTS RV)

For Continuous random variables, ( ) ∫ ( )

( ) ∫ ( )
If can be verified that the marginal distributions are indeed the probability distribution. Since
they satisfy all the properties of a probability distribution.
Example-2: Find the marginal distribution of X and Y from the following joint distribution
function and verify that marginal distribution is above probabilities distribution.

( ) ( )
Otherwise

Also complete ( ) ( )

Solution: By the definition,

( ) ∫ ( )

[ ]

(
[

( )

Similarly, ( ) ∫ ( )

2
 [ ]

( )

Now, we have to verify that g(x) and h(y) are probability density functions

It’s clear that g(x) 0 , h(x) 0 .

Next to show that

∫ ( ) nd ∫ ( )

Here, ∫ ( ) ∫ ( )

[ ]

[6-2]

And

∫ ( ) ∫ ( )

= * +

[4]

Hence the proof.

Next,

( ) ∫ ∫ ( )

∫[ ]

3
 ( )
∫[ ( ) ( ) ]

( )
∫[ ]

( )
∫ * +

∫ * +

* +

Finally,

( )

∫ ∫ ( )

∫ [ ]

Exercise -2:

4
Exercise -3: