Glossary

Marginal Probability

by Frank Zickert

Marginal probability is the probability of a single event occurring, regardless of the outcomes of other variables. It’s found by summing or integrating joint probabilities over all possible values of the other variables. For example, ( P(A) = \sum_B P(A, B) ) gives the marginal probability of (A) from the joint distribution of (A) and (B).