The marginal probability distribution is the unconditional probability distribution of an uncertain variable, U, obtained from a joint probability distribution, J = {U, V₁, ..., V_n | E}, over the outcomes of U and other uncertain variables, V₁, ..., V_n (with E representing the background state of information under which the distribution is assessed), by integrating J with respect to all variables, V₁, ..., V_n, other than U.

See also: Probability Distribution.