Probability distribution
Parents:
Discrete Bayesian filter
,
Probability theory
Source:
rlabbe
Probability distribution
- collection of all possible probabilities for an event
- the distribution lists all possible events and the probability of each
- sum up to 1
Prior probability distribution
probability prior to incorporating any measurements or other information
Joint probability $P(x,y)$:
- probability of both events happening
- the multivariate Gaussian distribution is already a joint probability distribution
Marginal probability $P(x)$:
- probability of an event happening, without considering the occurrence of other events
- ‘projecting’ the variances onto the walls
