Thus, a more detailed study would examine changes to the whole of the marginal distribution.
If the marginal distributions are continuous, it follows that C is unique.
Suppose the marginal distribution of one variable, say X, is very skewed.
It is clear that this only makes sense when all the marginal distributions have the same degrees of freedom .
(so as to form its entire marginal distribution one entry at a time).
This aggregation property may be used to derive the marginal distribution of mentioned above.
The marginal distribution of K is reported in the picture on the right.
The messages coming from both sides are required to calculate the marginal distribution for a node.
In particular, any subset of the "x" has a marginal distribution that is also multivariate normal.
They aim to capture both auto-correlation and marginal distribution of empirical data.