A 'Marginal distribution' is defined here: http://en.wikipedia.org/wiki/Marginal_distribution. I understand what it is but I don't understand how it is useful. My guess is that it is a kind of hash code that allows us to determine if x1 is similar to x2 with respect to y. (As a bonus, do you know of a source like wikipedia that explains why mathematical rules/laws are important/interesting?)
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