Marginal Probability

The marginal probability is defined in terms of only one of the set of variables \( X,Y \). For a discrete probability we have

$$ p(X)=\sum_{i=0}^{n-1}p(X,Y=y_i)=\sum_{i=0}^{n-1}p(X\vert Y=y_i)p(Y=y_i)=\sum_{i=0}^{n-1}p(X\vert y_i)p(y_i). $$