What is Marginalisation? Explain the process.

Marginalisation is summing the probability of a random variable X given joint probability distribution of X with other variables. It is an application of the law of total probability.

P(X=x) = ∑YP(X=x,Y)

Given the joint probability P(X=x,Y), we can use marginalization to find P(X=x). So, it is to find distribution of one random variable by exhausting cases on other random variables.