Find the second univariate marginal distribution:
Multivariate marginals depend on the coordinate order given:
Univariate marginals behave as univariate distributions:
Find distribution functions:
Multivariate marginals behave like a multivariate distribution:
Find distribution functions:
Special moments are computed for each univariate marginal distribution:
Compare moments of marginal distributions with the moment of original distribution:
A general multivariate moment cannot typically be found from marginal moments:
Quantile functions can be computed for univariate marginal distributions:
Find the quantile functions:
Or special medians:
Compare the histogram to the plot of the PDF of the marginal distribution:
Estimate distribution parameters:
Define a trivariate probability distribution:
Find marginal distributions:
Find the covariance matrix of :
The variances of the marginals form the diagonal of the covariance matrix of :
The marginal distributions of many multivariate parametric distributions automatically simplify:
In some cases, marginal distributions will not automatically simplify:
The multivariate marginals do not simplify:
The resulting marginal can still be used like any other distribution:
Cumulative distribution function of the marginal distributions:
Compare to the histograms of the components:
The second marginal of is the third marginal of :
Probability density function:
Each marginal distribution is the mixture of marginals:
Compare with the marginal distributions of the components:
Plot a probability density function for both marginals:
Create a bivariate distribution using marginal distributions:
Compare covariance matrices:
Visualize the probability density function:
Probability density function:
Mean:
Variance:
Multivariate marginals again follow multivariate Poisson distribution:
One-dimensional marginal: