marginal distribution उदाहरण वाक्य
उदाहरण वाक्य
- The conditional distribution of the joint concomitants can be derived from the above result by comparing the formula in marginal distribution and hence
- joint distribution can be written in terms of univariate marginal distribution functions and a copula which describes the dependence structure between the variables.
- By construction, the marginal distribution over \ tau is a gamma distribution, and the conditional distribution over x given \ tau is a Gaussian distribution.
- We assume that the statistics of the process are known completely, that is, the marginal distribution of the process seen at each time instant is known.
- If X | \ mu has an NEF-QVF distribution and & mu; has a conjugate prior distribution then the marginal distributions are well-known distributions.
- Likewise, the estimated joint marginal distribution of the set of variables belonging to one factor is proportional to the product of the factor and the messages from the variables:
- The normal-inverse Gaussian distribution can also be seen as the marginal distribution of the normal-inverse Gaussian process which provides an alternative way of explicitly constructing it.
- Upon convergence ( if convergence happened ), the estimated marginal distribution of each node is proportional to the product of all messages from adjoining factors ( missing the normalization constant ):
- Then the choice of the marginal distribution p _ X ( x ) completely determines the joint distribution p _ { X, Y } ( x, y ) due to the identity
- George Seber points out that the Wishart distribution is not called the multivariate chi-squared distribution because the marginal distribution of the off-diagonal elements is not chi-squared.