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The joint distribution encodes the marginal distributions, i.e. the distributions of each of the individual random variables and the conditional probability distributions, which deal with how the outputs of one random variable are distributed when given information on the outputs of the other random variable(s).
Representing a joint distribution as univariate margins plus copulas allows the separation of the problems of estimating univariate distributions from the problems of estimating dependence. This is handy in as much as univariate distributions in many cases can be adequately estimated from data, whereas dependence information is roughly unknown ...
In mathematics, specifically in the theory of Markovian stochastic processes in probability theory, the Chapman–Kolmogorov equation (CKE) is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process.
In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.
The probability distribution function (and thus likelihood function) for exponential families contain products of factors involving exponentiation. The logarithm of such a function is a sum of products, again easier to differentiate than the original function. An exponential family is one whose probability density function is of the form (for ...
The Joint Probability reconciles these two predictions by multiplying them together. The last line (the Posterior Probability) is calculated by dividing the Joint Probability for each hypothesis by the sum of both joint probabilities. [27]
One can compute this directly, without using a probability distribution (distribution-free classifier); one can estimate the probability of a label given an observation, (| =) (discriminative model), and base classification on that; or one can estimate the joint distribution (,) (generative model), from that compute the conditional probability ...
In statistics, an exchangeable sequence of random variables (also sometimes interchangeable) [1] is a sequence X 1, X 2, X 3, ... (which may be finitely or infinitely long) whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered.