The joint probability distribution is a probability distribution that describes the probabilities of all possible pairs of outputs for two or more random variables. It encodes the marginal distributions, which describe the distributions of each individual random variable, as well as the conditional probability distributions, which describe how the outputs of one random variable are distributed given information about the outputs of the other random variable(s). In measure theory, the joint distribution is represented by the pushforward measure, obtained by pairing together the random variables and applying the sample space's probability measure.
Stanford University
Spring 2023
This course offers a thorough understanding of probability theory and its applications in data analysis and machine learning. Prerequisites include CS103, CS106B, and Math 51 or equivalent courses.
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