This video discusses the marginal-probability density function (pdf)
which describes the pdf of a subset of elements from the random vector.
Examples of applications in which this is useful are described. A worked
example of finding marginal pdfs and marginal-cumulative distribution
functions (cdfs) from a joint-pdf is provided, along with plots of the
functions. The viewer should verify the results presented in this video
for themselves.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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