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The joint probability of two discrete variables, X and Y isP(x, y) = Prob(X = x and Y = y) and it is defined for each ordered pair (x,y) in the event space.


The conditional probability of X, given that Y is y is Prob[(X, Y) = (x, y)]/Prob(Y = y) or equivalently,

Prob(X = x and Y = y)/Prob(Y = y)


The marginal probability of X is simply the probability of X. It can be derived from the joint distribution by summing over all possible values of Y.



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Q: What is the Relationship between marginal and conditional and joint probabilities?
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